Turn any trade thesisintoaudited risk, a valuation model, a stress run or a decision memo in minutes.
The financial platform that turns disparate market data into audited, executable decisions. Run cross-asset valuation models, factor risk decompositions, and liquidity stress tests across 41 domains in seconds. Inspect every underlying formula — and verify the math before capital is committed.
Vertical integration down to the schema, not an AI wrapper.
Generic AI tools bolt a chat window on top of third-party spreadsheets and market feeds. Nyquist builds the complete trading and risk stack from the mathematical substrate up: a typed bitemporal ontology, a high-performance quant engine, and automated pre-trade decision intelligence executing deterministic models over verified financial data.
Typed Bitemporal Ontology
54 core financial entity types with strict relational typing. Dual time-axes separate Valid Time (when a market price, curve, or trade was true in the world) from System Time (when it was recorded), so any figure can be recomputed as of a past date and traced to the inputs and run that produced it.
Data Ground Truth →Complex Quant Compute Engine
A deterministic mathematical core spanning 34 derivative model families (stochastic volatility, jump diffusions, finite difference PDEs, American option trees), yield curve bootstrapping, MBS prepayment, ABS cashflow waterfalls, Extreme Value Theory (EVT), and bilateral XVA netting.
Deterministic Math →Pre-Trade Decision Support
Evaluates the ex-ante impact of prospective trades across factor exposures, tracking error, and liquidity constraints before capital is deployed. Runs multi-horizon stress tests to uncover unintended systematic bets, producing committee-ready decision memos with programmatic invalidation rules and execution thresholds.
Ex-Ante Decision Support →One engine across the entire balance sheet.
Nyquist spans 41 financial domains and 53 analytical hubs on a single codebase — connecting pricing, risk, balance sheet management, and research without brittle exports between vendors.
Multi-asset valuation
From liquid rates and equities to complex exotics and structured credit. A single deterministic engine computes closed-form solutions, PDE grids, and volatility surfaces without external black boxes.
From tail risk to ALM
Continuous portfolio risk and balance sheet management on one book. Historical and parametric VaR, extreme value theory, dynamic duration gaps, and supervisory liquidity stress.
Systemic interconnections
Interbank network graphs, multi-round DebtRank cascades, and bilateral counterparty exposure. Built for macro supervisors and trading desks modeling cross-market contagion.
Ex-ante trade validation
Stress-tests prospective positions against factor exposures, tracking error, and order-book liquidity limits before capital deployment. Automatically compiles committee-ready decision memos with explicit numerical kill-switches and full mathematical lineage.
★ 41 domains and 53 analytical hubs — unified under one typed bitemporal ontology with valid-time lineage.
Legacy terminals show prices.
They leave zero audit trail.
When market regimes shift and the risk committee asks why a position was sized, legacy stacks fail. Prices ticked forward, spreadsheets were overwritten, and original assumptions are lost. Nyquist anchors every calculation to a bitemporal ledger — separating when a fact was true from when it was recorded, so any run can be replayed down to the exact tick.
From a focused wedge
to market infrastructure.
A compounding expansion model: Nyquist lands on a single trading book, expands across multi-desk banks, and scales to sovereign market infrastructure on one shared engine. Three compounding stages of market capture.
Single Book & Trading Desks
Replace brittle spreadsheets and fragmented script stacks on active trading books. A fast 60-day paid pilot on 1–3 seats delivers immediate ROI via a secure, tenant-isolated cloud workspace: portfolio factor risk attribution, automated overnight recomputes, and ex-ante pre-trade decision support on live books.
Multi-Desk Funds & Mid-Market Banks
Expands across trading and treasury desks via 53 modular hubs: Derivatives pricing, XVA, Fixed Income, balance sheet ALM, and Liquidity (LCR/NSFR). Automated risk committee packs and cross-asset netting across the organization.
Tier-1 SIFIs & Central Banks
Private deployment inside the client's perimeter by contract: bitemporal audit trail, systemic risk networks, and multi-layer contagion graphs (DebtRank). Compact domain models for in-perimeter inference are on the roadmap, not in production.
High-conviction ideation.
Numerical kill-switches.
Nyquist grounds each trade in quantitative fair value, checks portfolio margin and factor drag, and writes the invalidation levels into the memo: the supply quotas, vol skews and price levels at which the thesis is wrong. The engine names the numbers; the desk decides when to cut.
★Fig. 01 Decision governance packet · fair value pricing + factor sensitivity + numerical kill-switch. Every number comes from the engine, not from an LLM.
Governed tool calling
for terminal and AI agents.
Never copy-paste risk reports into LLM prompt boxes. Nyquist operates an official Model Context Protocol (MCP) server and a lightweight terminal CLI — giving quants, DevOps engineers, and autonomous AI agents direct, verified access to deterministic PDE pricing, portfolio Greeks, and systemic stress testing.
Plug the entire quantitative substrate directly into your AI agents.
No fragile copy-pasting into chat windows. Nyquist operates an official, streamable-HTTP and STDIO MCP server. When connected to Claude Desktop, Cursor, or autonomous agent runtimes, LLMs call typed mathematical and risk primitives with zero hallucinated figures.
price_bond, price_swap, compute_var, and sde_calibrate_and_simulate.{
"mcpServers": {
"nyquist": {
"command": "python",
"args": ["-m", "src.apps.mcp_node"],
"env": {
"NYQUIST_API_BASE": "https://api.nyquist.pro",
"NYQUIST_MCP_API_KEY": "YOUR_MCP_TOKEN"
}
}
}
}streamable-http / stdioProtocol: 2024-11-05 (FastMCP)Everyone quotes the same vendors.
Nobody publishes the week.
We are running a field study on how risk and analytics work actually gets done — which tool the week happens in, what it costs, where it stalls. Most published research on risk workflow samples the largest institutions and models everyone else as a smaller version of them. They aren’t.
See the platform run on your real book.
The full interactive demo runs directly in your browser — no calls, no scheduling. It opens on public SEC 13F filings of large funds, or you can enter your own positions; then watch stochastic pricing, ex-ante stress runs, bitemporal valid-time lineage, and pre-trade decision support converge.