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

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

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

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

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

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

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

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

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