G-ATAI
Models & engines / Finance
AurelQuant
How AurelQuant presents changing market volatility in its quantitative research previews, with source observations and assumptions beside the estimate.
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Development status / Research demos
Public research demos and documented specialist workflows. Availability depends on configured data sources and installed models; saved demos do not establish live production performance.
AurelQuant
This component estimates time-varying volatility from historical return observations. The research preview separates this statistical estimate from written market commentary. Source dates, sampling choices and assumptions must accompany the output; the public demo does not establish out-of-sample accuracy or investment results.
Public previews show GARCH volatility estimates, historical value at risk and Fama–French factor comparisons. These statistical methods remain linked to source observations and assumptions, distinct from written analysis.
Source dates, methods and earlier versions accompany reports and editable review materials. The engineering focus is traceable analysis, with decisions retained by the team.
Inside the product: AurelQuant
GATAI
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