“We shape our tools, and thereafter our tools shape us.”
― Marshall McLuhan
What we offer
We maintain both open-source and commercial software products that facilitate the analysis of small-data problems and time series data, as well as tools for financial risk mitigation. We focus on building web-based, consumer-facing products as well as lean Python frameworks that can be easily customized and extended. If you wish to integrate our products into your workflow, do not hesitate to contact us!
Open-source framework
Bayesloop is a probabilistic programming framework that facilitates objective model selection for time-varying parameter models. Artifact Research supports this open-source Python project as it is actively used in many of our projects. Bayesloop has also been applied in scientific studies (see here and here) on metastatic cancer cells, anomaly detection in financial time series, the comparison of climate models, and accident analysis.
Consumer product
Barudion.com applies the Bayesian algorithm implemented in bayesloop (see above) to the problem of portfolio optimization. The website offers model ETF portfolios that individual investors can easily replicate in their own brokerage accounts to either minimize risk without sacrificing performance, or to maximize returns without increasing risk
Commercial framework
TYCHO is an extendible Python framework for long-term portfolio optimization. Rather than reducing candidate portfolios to a set of expected return values and a covariance matrix, it directly simulates the performance of frequently re-balanced candidate portfolios, thus accounting for non-linear correlations between assets, auto-correlated returns, and higher moments of the return distribution.
