Give it a ticker.Get back aweek of work in minutes.
For the PM who is also the risk desk. A swarm of agents reads the filings, argues the bull and the bear case, and hands you a call with the reasoning shown. Open any step and check the work yourself — it's not a chatbot or a black box.
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 an autonomous agent swarm operating as native tools 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 →Autonomous Agent Research Desk
36 specialized analyst agents on named investing methodologies (moat-quality, macro-asymmetry, tail-risk, factor allocation) debating theses in structured committees. Agents execute tools directly against the quant core — producing auditable calls with explicit invalidation triggers.
Tool-Grounded Swarm →One engine across the entire balance sheet.
Nyquist spans 42 financial domains and 54 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.
Research with conviction
Domain-specialized agents debate trade theses from bull, bear, and macro angles. Outputs include confidence weights, explicit invalidation triggers, and replayable reasoning traces.
★ 42 domains and 54 analytical hubs — unified under one typed bitemporal ontology with valid-time lineage.
Priced for giants,
stitched by hand for everyone else.
Funds and trading desks run on an unmaintainable patchwork: pricing from one vendor, risk from another, research in local notebooks, and execution on phone lines — stitched together with brittle Excel handoffs that break at 7am.
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.
Boutique Funds & Desks <$500M
Replace the spreadsheet and Python glue stack for the PM who is also the risk desk. A fast 60-day paid pilot on 1–3 seats delivers immediate ROI: portfolio factor risk attribution, overnight recompute, and autonomous agent debate on live books.
Multi-Desk Funds & Mid-Market Banks
Expands across trading and treasury desks via 54 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.
From market ticks
to an argued committee memo.
Replacing fragmented desk workflows: Nyquist computes deterministic pricing PDEs, runs adversarial bull-bear debate across named desks, and binds every conclusion to an explicit numerical kill-switch — fully audit-logged from filing to committee sign-off.
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,sde_calibrate_and_simulate, and run_agent_debate.{
"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 demo runs in your browser — no calls, no scheduling. The demo opens empty: you enter your own positions. Watch stochastic pricing, stress tests, bitemporal valid-time lineage, and autonomous research desks converge.