NyquistNyquist
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★ Platform   /   the architecture

One bitemporal ontology.One complex quant engine. One audit log.

Most "AI for finance" is an ungrounded chat window on top of third-party spreadsheets. Nyquist builds the full stack from first principles: a typed bitemporal ontology spanning 42 domains and 54 hubs, a deterministic quant core computing 34 derivative families, ALM, and systemic contagion, and autonomous agent desks that reason through live market data with explicit numerical kill-switches. Underneath: a lineage graph from every risk figure back to the tick and filing that produced it.

★ Enterprise Moat
Vertically integrated
★ Private deployment
On-prem · by contract
★ Audit trail
Bitemporal · replayable
★ 01   The stack

Vertical integration, not an AI wrapper.

Every layer is owned — from valid-time bitemporal state storage to stochastic PDE solvers and the agent desks on top. Market data and hosted model APIs are the only third-party dependencies, and every number an agent shows comes from the engine, not from the model.

Layer 05Desk Surfaces & supervisory (suptech) tools
Multi-asset portfolio workspace, bilateral risk console, supervisory macro stress terminal, and typed programmatic APIs.
Zero-install UI · Programmatic API
Layer 04Autonomous Research & Risk Desks
36 specialized agents operating named public investing methodologies — bull, bear, macro, and tail-risk stances engage in structured thesis debate with confidence-weighted invalidation triggers.
36 named agents · numbers from the engine
Layer 03Unified MCP Tool Grounding
All mathematical, pricing, and risk primitives exposed as typed, deterministic tool calls for agents and external systems — zero ungrounded calculations.
MCP typed tool contracts
Layer 02Complex Quant & Risk Core
34 derivative families, Heston / SABR / Hull-White / Vasicek, stochastic PDEs, ALM, cashflow waterfalls, EVT tails, and interbank contagion on one calculator.
34 model families · <10ms PDE grids
Layer 01Typed Bitemporal Ontology
Valid Time (when financial facts occurred) & Transaction Time (when recorded). 54 entity types across 42 financial domains with typed lineage to source.
54 entity types · lineage graph

★ Owned end-to-end — software-grade gross margins, high switching costs, and regulatory auditability.

★ 02   Semantic data layer

Typed bitemporal ontology — 54 entity types, 42 domains, 54 hubs.

Not an unstructured data lake. Every object in Nyquist is a typed entity with explicit relational contracts and valid-time duality — a Trade links to its RFQ, Instrument, Counterparty, ISDA/CSA margin terms, Discount Curve, and Fund Book. Once a fund or bank maps its positions to this ontology, Nyquist becomes the permanent System of Record — high switching costs, and reproducibility a regulator can replay.

★ Derivatives & Volatility
Option families34
SABR / Local volCalibrated
PDE surfacesIntraday
Exotic payoffsClosed-form
★ Fixed Income & Rates
Yield curvesOIS / SOFR
Swaps & SwaptionsMulti-ccy
Hull-White / VasicekSimulated
OAS & SpreadsFitted
★ ALM & Balance Sheet
Maturity bucketsLCR / NSFR
NII sensitivityΔbps
Duration gapDynamic
Deposit decayBeta-modeled
★ Structured & Credit
ABS / CLO tranchesWaterfalls
Default intensityHazard λ(t)
Transition matrixMarkovian
Prepayment (CPR)Fitted
★ Portfolio & Tail Risk
Historical / Parametric VaR99.0% / 99.9%
Expected ShortfallSub-additive
EVT tails (GPD)Fat-tailed
PCA factor modelsMulti-factor
★ Systemic Risk & Suptech
Interbank topologyNetwork graph
DebtRank contagionMulti-round
Fire sale cascadesNon-linear
Macro stressEBA / Fed / BoE
★ Bilateral OTC & XVA
CVA / DVA / FVABilateral netting
ISDA / CSA marginIM / VM rules
CounterpartiesTier-1 & LPs
Exposure profilesPFE / EPE
★ Autonomous Desks
Active agents36 playbooks
Dialectic debateBull vs. Bear
Invalidation triggersDeterministic
Reasoning logsReplayable

★ 54 entity types across 42 financial domains and 54 analytical hubs. Every fact stores [valid_time_start, valid_time_end] alongside transaction time for true historical reconstruction.

★ 03   Audit replay

Time-travel any number back to its sources.

Designed around BCBS 239 risk-data-aggregation principles. Pick any figure in any committee report and unwind it across valid and transaction time to the exact tick and regulatory filing. Every run records its inputs and their digest, so the number can be recomputed as of that date.

workspace / data / lineage · trace VaR-99 · post-trade deltaillustrative trace
01feedVenue A · ETH/USDC tickWSS · 1ms · authenticated3,624.10 midm:9c33…01ae
02feedVenue B · ETH/USDC tickFIX 5.0 · co-located3,624.05 midm:9c34…01b2
03factMid reference · ETH/USDCreduce · median(2)3,624.10 USDCm:9c33…01ae
04rfqRFQ-08412 · ETH/USDC5 LPs · firm 16s · benchmark mid4,200 ETH · SELLm:a182…b440
05trade2 fills · LP-1 + LP-2fill 2,400 + 1,000 of 4,2003,400 ETHm:c031…1278
06positionPosition · ETH @ Fund-02aggregate · 14:31:4828,400 ETH netm:01de…f4a2
07modelModel · Heston PDE surfaceADI finite difference · 18msvol: 48.2% · skew: -0.14m:ff10…09bc
08reportVaR-99 (10-day) · Stress reportrun digest recorded · replayableillustrative figure, not computedm:7a81…ee04
★ 04   Architectural defensibility

Why incumbents can't pivot,
and wrappers can't compete.

Generic AI tools bolt chat prompts onto third-party spreadsheets: model-generated numbers, and customer data that leaves the perimeter. Legacy terminals run on 30-year-old relational databases that cannot support valid-time bitemporality or agentic swarms without breaking backwards compatibility. Four architectural pillars separate Nyquist:

★ P1

Audit by architecture

Reproducibility isn't a post-hoc report — it's an inherent property of the bitemporal store. Every agent step, stress run, and Greek delta is replayable to its source. Built around BCBS 239 aggregation principles; compliance is assessed by the bank.

★ Replayable · bitemporal
★ P2

Agents are operators, not chat

Agents call typed mathematical primitives through an MCP server and act on real portfolio state. Outputs are structured committee memos with numerical kill-switches — never unstructured text you verify by hand.

★ 36 named agents · MCP tool contracts
★ P3

Sovereign perimeter

On-premise or single-tenant VPC by contract. No model training on customer books. In-perimeter inference on compact domain models is on the roadmap, not in production.

★ On-prem · by contract
★ P4

One schema, many surfaces

Hedge funds, asset managers, and sovereign supervisors share the same ontology, quant engine, and audit log. Every feature built for one desk hardens the system for all — the codebase compounds.

★ Single codebase · 54 analytical hubs
Architectural DimensionLegacy Incumbents
Terminals & risk platforms
AI Copilots & Wrappers
LLM Prompts & Vector DBs
Nyquist
Vertical Quant Platform
Mathematical PrecisionClosed batch calculatorsModel-generated numbersDeterministic PDE & quant core (34 families)
Temporal Data TruthOverwrite on update (no valid-time)Stateless prompt windowTyped bitemporal ontology + lineage graph
Regulatory auditabilityDays of manual spreadsheet reconciliationsUntraceable sourcesBuilt around BCBS 239 aggregation principles; compliance assessed by the bank
Autonomous Desk SwarmZero agent capability (human manual)Conversational chat / text summary36 dialectic agents with numerical kill-switches
Deployment BoundaryMulti-million legacy on-prem lock-inPublic cloud (customer data egress)On-prem or single-tenant VPC by contract
Time-to-Value & Commercials6–18 month procurement · $500K+ floorSelf-serve toy (not procurement-grade)60-day live book pilot · 100% credited to license
★ 05   Deployment & security

Procurement-grade from day one.

Built for Tier-1 capital markets, regional banks, and systemic supervisors. Runs inside your perimeter by contract, with no model training on customer books.

Deployment
On-prem or private VPC · model and compute inside your perimeter
Data residency
Your data never leaves your environment · zero model training on customer data
Auditability
Deterministic recomputation · bitemporal lineage trace
Access & Security
Role-scoped workspaces · row-level security · TOTP 2FA for admins
Regulatory grounding
Designed around BCBS 239 aggregation principles · compliance assessed by the client
Model inference
Hosted model APIs today · in-perimeter compact models on the roadmap
Market & reference feeds
Tick-level exchange feeds · regulatory filings · 44 alt-data connectors, credential-gated
★ 06   Start your pilot

See the platform run on a live book.

The full platform runs in your browser — you enter your own positions. Watch stochastic pricing, stress tests, bitemporal valid-time lineage, and autonomous research desks converge. No calls, no scheduling.