Your company knows more than any one employee can remember. We compile all of it — every document, every filing, every decision — into a private AI your team can actually ask.
Nothing uploaded. Nothing shared. Nothing trained on. Bilingual. On-premise. Yours.
Request engagement →We have served financial clients for years. Two things are for sale: the proprietary vaults we have compiled — alpha factors, alternative-data corpora, risk models — and the managed infrastructure that runs them, from backtesting through execution. Licensed feed, managed service, or custom build. All in production today.
A broad library of validated factors across price, fundamentals, and our alternative data. PIT-safe construction, IC-weighted into production signals, CPCV-validated to survive out-of-sample. Delivered as a feed; rebalance daily.
A proprietary corpus of financial news, research reports, analyst notes, videos, blogs, and social posts — ingested daily and compiled into a structured, temporal knowledge graph that evolves with the market. Queryable, with source provenance on every fact.
A second corpus focused on leading fundamentals: supply-chain relationships among listed companies, filing trails, insider transactions, and structured fundamental series. Engineered to surface information that moves ahead of consensus.
A fundamental factor risk model — style, industry, and country exposures with a statistical complement — engineered for mean-variance optimization, VaR, factor attribution, and scenario analysis. For internal risk desks, multi-manager platforms, and brokers monitoring institutional books.
Run your strategies on our validated, production-grade infrastructure. Event-driven, cross-sectional factor, or custom-built — with survivorship-free universes, realistic transaction costs, and the same CPCV discipline we use internally.
A proprietary ML/AI model that combines a pool of alpha factors — ours, yours, or both — into a single tradeable composite signal. Re-fit on a daily cadence, CPCV-validated, PIT-safe. Runs as a managed service against your factor universe; works with client-owned factors on day one.
Convex mean-variance with risk overlays: vol targeting, stress hedging, transaction-cost-aware rebalancing, cardinality and sector-neutrality constraints. Runs off our risk model or yours. Delivered as a daily-cadence service.
For brokerages servicing HNW and institutional clients: VaR, factor exposures, concentration, and limit breaches across every account from one pane. Engineered for risk desks that need to see the book of books — not one portfolio at a time.
Vaults, signals, and risk figures re-anchor every trading day. No stale knowledge, no drift.
Take a feed, hand us the operations, or co-design something that sits on our infrastructure under your brand.
On your servers or tenant when regulation requires it. Your positions never leave; nothing trains on you.
Your company's knowledge is scattered across thousands of files, emails, contracts, and people's heads. The Vault compiles all of it into a living, interlinked knowledge base — like a wiki that writes and maintains itself. Every new document makes every old answer smarter. Ask a question, get a cited answer from your own data — not the internet, not a guess.
Contracts, SOPs, emails, meeting notes, ERP exports — anything. The Vault reads it, extracts every fact, and files it into the right place in the graph.
A new supplier quote automatically links to the three contracts that reference that vendor, the product specs it affects, and the customer orders waiting on it.
Unlike search or ChatGPT, the Vault doesn't start from scratch each time. Knowledge is compiled once and kept current — the 500th document makes the first 499 more useful.
Every answer links back to the exact document, paragraph, and date. Your team can verify anything in one click — no black box, no hallucination.
We take a small number of engagements each quarter. Every build starts with a two-week Vault assessment — we map your knowledge, identify the highest-value anchors, and give you a roadmap. If it's not a fit, we tell you.