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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.

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

Compare & Understand Your Backtests

Welcome to Weekly Roundup #5 at ForecastOS! We're glad to have you here, following our journey :) This newsletter is split into three sections: 1) thoughts / musings relevant to ForecastOS, 2) what we worked on last week, and 3) what's coming next. 1. Thoughts / Musings Compare & Understand Your Backtests - Our

Better Feature Engineering in 10 Lines of Code

Welcome to Weekly Roundup #4 at ForecastOS! We're glad to have you here, following our journey :) This newsletter is split into three sections: 1) thoughts / musings relevant to ForecastOS, 2) what we worked on last week, and 3) what's coming next. 1. Thoughts / Musings Better Feature Engineering in 10 Lines

Weekly Roundup

Welcome to Weekly Roundup #3 at ForecastOS! We're glad to have you here, following our journey :) This newsletter is split into three sections: 1) thoughts / musings relevant to ForecastOS, 2) what we worked on last week, and 3) what's coming next. 1. Musings: Identifying Talent The first ForecastOS hire is

Weekly Roundup

Welcome to Weekly Roundup #2 at ForecastOS! We're glad to have you here, following our journey :) This week I split the newsletter into two sections. The first section contains thoughts / musings relevant to ForecastOS. The second section contains what we worked on: product updates, UX improvements, partnerships, etc. I hope

Weekly Roundup #1

Welcome to the first Weekly Roundup at ForecastOS! We're glad to have you here, following our journey :) ForecastOS is a new startup. As such, we try to spend 100% of our time either building or selling. This past week, as it pertains to selling, we: * Started the outreach process for

Why We Created ForecastOS

Before ForecastOS, I helped build a machine learning pipeline for a quantitative investment strategy at CPPIB, a large Canadian pension fund. Perhaps unsurprisingly, the biggest challenge our team faced was: it's near impossible for one person to understand, analyze, audit, and backtest AI-powered financial forecasts. If you're one of the