Signal generation
NLP sentiment, event detection, and factor models with documented feature pipelines.
Industry · Capital markets
We build AI for asset managers and research desks — multi-agent equity research, NLP sentiment signals, ranking models, event-driven alerts, and backtesting pipelines with explainability and audit trails for regulated environments.
Capital markets AI demands reproducible signals, explainable features, and governance for model risk. We combine NLP on filings and news, structured alternative data, and agent workflows that accelerate research without black-box decisions.
NLP sentiment, event detection, and factor models with documented feature pipelines.
Agents for summarization, comparison, hypothesis testing, and report drafting.
Walk-forward validation, transaction costs, and reproducible experiment tracking.
Model documentation, bias monitoring, and audit trails for compliance teams.
Use cases for research, portfolio, and risk teams.
Multi-agent workflows for earnings analysis, peer comparison, and draft research notes with source citations.
FinBERT and custom transformers for sentiment, topic shifts, and event detection across corpora.
LightGBM and ensemble rankers for idea generation with SHAP explainability and drift monitoring.
Alerting on factor exposure, concentration, and macro regime shifts with natural language summaries.
Reproducible backtests with costs, slippage assumptions, and experiment versioning.
In-desk assistants for document Q&A, chart explanation, and meeting prep over internal research.
Agent and ML systems with measurable research velocity and signal quality.
Agent workflows for scoring, summarization, and pipeline analytics — applicable to research desk automation.
Sub-100ms ensemble scoring at millions of events/day — architecture transferable to market signal serving.
Document intelligence over regulatory and policy corpora with audit-ready retrieval.
Production AI capabilities we bring to every industry engagement.
Yes — agents automate summarization, peer comparison, and first-draft notes while analysts focus on judgment calls. Teams typically see 2–3x throughput on coverage tasks.
Walk-forward backtests, out-of-sample holds, transaction cost modeling, and reproducible experiment tracking with documented features.
SHAP and feature attribution, model cards, drift monitoring, and audit logs for signal generation and overrides.
SEC filings, earnings transcripts, news feeds, alternative data vendors, internal research, and portfolio systems via API.
Tell us about your research stack — we'll design explainable signals and agent workflows with proper governance.