G-ATAI
Models & engines / Finance
AurelQuant
Inside AurelQuant's historical risk analysis: observed returns, downside estimates and the assumptions reviewers need to interpret a portfolio result.
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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
Historical value at risk uses the observed return distribution to describe a downside threshold at a stated confidence level. The analysis depends on the selected historical window and portfolio inputs. It is a research estimate rather than a maximum possible loss; losses outside the observed sample remain possible.
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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