TL:DR; We figured out how to fit custom equity factor risk models in seconds instead of weeks. And we can do this across the entire financial analytics landscape. Ad hoc thematic factor construction (think COVID), risk decomposition through time, optimized factor selection, all on the fly and in seconds.

Try out our demo here.

Why does it matter?

We each spent nearly a decade at BlackRock and Bloomberg, building products, leading research teams, and empathizing with frustrated clients. They sit at the cutting edge of investment research, coming up with market-beating strategies. Yet they have to make do with a 20-year-old analytics toolkit that current vendors offer.

We are changing that. If the AI community can fit a 300 billion parameter model, there’s no reason why a factor risk model should take a week to compute. In fact, it doesn’t. We figured out how to do it live and in seconds, and we can do it across the entire analytics landscape.

Who is behind this?

Hi, we’re Sebastian and Misha.

Sebastian, CFA built his expertise in quant research during his time as a Director in BlackRock’s Financial Modeling Group where he implemented and researched equity risk models that analyze trillions in assets.

Prior to Bayesline, he was at Bloomberg, where he incubated the next generation of customizable and actionable quant products as part of the Quant & AI Research group.

A computer scientist by training with M.Sc. in Finance and a passion for quant research, Sebastian spent the last 10 years leveraging the power of machine learning to challenge, innovate, and reshape how institutions think about financial modeling.

Misha, PhD was among the youngest Managing Directors at BlackRock. He headed the portfolio risk research team that evolved Aladdin’s portfolio risk models across all asset classes.

He also headed the team that developed Aladdin’s economic scenario engine and investment models that manage roughly $400 billion in strategic asset allocations.

Misha has spent the past 10 years coupling his professional quant training with his personal interest in all things AI and hands-on engineering.

Our Ask

• Try our our demo here.
  (only email and name required)
• Share this post! Please help spread the word, as you never know who it may help
• Connect us with quants, portfolio, and risk managers.
  * blurb to copy & paste:
  The guys at Bayesline are ex-MD level BlackRock and Bloomberg. They are building a new class of analytics for asset managers, starting with equity factor risk and thematic factor construction. They can build fully customized and properly aligned models (custom universe, factors, exposure overrides, etc.) in seconds, far superior to what’s currently available. They deploy on the client cloud, ingest existing vendor data, and provide their engine to compute fully-fledged new risk models and analytics – all on the fly.