The ForecastOS Blog

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Charlie Reese

Charlie is the Founder and CEO of ForecastOS. Previously, he was a quant investor at CPPIB, an investment banker at Wells Fargo and Rothschild, and a software engineer and product lead.

The ForecastOS Super Six: What We Believe

Welcome to Weekly Roundup #14 at ForecastOS! We're glad to have you here, following our journey :) This week we: * Released a landing page for our paper portfolio functionality; you can use it to run a third-party validated backtest out of sample * Started building ForecastOS Maverick, our out-of-the-box quantitative investment strategy

Portfolio Backtests via API

Welcome to Weekly Roundup #13 at ForecastOS! We're glad to have you here, following our journey :) Happy (belated) New Year! After a brief hiatus for the holidays, we're back with our weekly ForecastOS update. Launched New Backtesting API Over the holiday break, we created and launched an API for backtesting

Our Open-Source Multi-Factor Risk Model

Welcome to Weekly Roundup #12 at ForecastOS! We're glad to have you here, following our journey :) Our New Risk Model We're excited to open-source our multi-factor risk model class! It supports custom factor covariances, asset-specific factor loadings, and asset-specific idiosyncratic risk. Check out our off-the-shelf and custom risk model guides

Our Demo Environment is Live!

Welcome to Weekly Roundup #11 at ForecastOS! We're glad to have you here, following our journey :) Demo Environment We're excited to announce that our demo environment is live! It allows anyone to try our platform without signing up or logging in. It includes some test data, and hopefully gives a

Focusing Our Brand Messaging

Welcome to Weekly Roundup #10 at ForecastOS! We're glad to have you here, following our journey :) The ForecastOS Platform The ForecastOS platform makes AI-driven forecasts easier to understand, backtest, and manage - whether you're an engineer, data scientist, or non-technical executive. Said another way, it makes ML pipelines more observable

A Fundraise, Open-Source Milestone, & Early Customer

Welcome to Weekly Roundup #9 at ForecastOS! We're glad to have you here, following our journey :) Announcing Our US$500k Pre-Seed We closed our Pre-Seed funding round in mid / late September to help investors manage and test systematic investment processes. You can read more about it here. 100 GitHub Stars

We Raised 500 Thousand USD to Improve Quantitative Investing & Forecasting

ForecastOS provides open-source and enterprise SaaS offerings to help investors manage and test AI-driven quantitative investment processes. We closed our US$500 thousand all equity Pre-Seed funding round in September to help investors manage and test systematic investment processes! Our financing was led by Delphia, who incubated us over the

Thinking About Risk Models

Welcome to Weekly Roundup #8 at ForecastOS! We're glad to have you here, following our journey :) Thoughts, Musings, and Updates Thinking About Risk Models This week, as planned, we released our first risk model! It's a relatively simple PCA-based risk model for calculating latent risk factors in historical returns. It

Releasing InvestOS v0.3

Welcome to Weekly Roundup #7 at ForecastOS! We're glad to have you here, following our journey :) Thoughts, Musings, and Updates Releasing InvestOS v0.3 Over the last few weeks, a few professional investors have become interested in our opinionated framework for constructing and backtesting portfolios: InvestOS. We've helped them get

Our Portfolio Engineering & Backtesting Guides

Welcome to Weekly Roundup #6 at ForecastOS! We're glad to have you here, following our journey :) This newsletter is split into three sections: 1) thoughts, musings, and updates relevant to ForecastOS, 2) what we worked on last week, and 3) what's coming next. 1. Thoughts, Musings, and Updates Our Portfolio