The platform
No code required.
The same pipeline, driven from a workspace instead of a terminal: build a universe, download data, construct a portfolio, run a backtest and attribution, each step tracked to completion.
Investment research infrastructure
Fromhypothesisto alpha.
KaxaNuk builds investment research infrastructure so asset managers, advisors and anyone passionate about markets can take a strategy from hypothesis to alpha.
The research process
Eight steps.One repo.
Each stage owns its outputs and reads only from the stage above it. Steps 1 to 7 run in the Lab. Step 8 is the one that leaves it.
Step 1: Hypothesis
What do we believe, and on what evidence?
Step 2: Universe
Which securities are investable, point-in-time?
Step 3: Data
Curation, refinery, analysis: what can we measure?
Step 4: Portfolio
How is the book constructed?
Step 5: Backtest
How would it have performed?
Step 6: Attribution
Where do the alpha and the risk come from?
Step 7: Paper trading
Does it hold up on live data, before real money?
Step 8: Production
Outside the Lab. Real capital, real monitoring, a real drawdown policy.
Challenge what you believe about markets.
We build the infrastructure for investment research.
Who we areInside the Lab
Layerby layer.
One module per stage of the process. Each reads the previous module's output, so you can enter the pipeline wherever your work already is.
Data Curator
Acquire. Validate. Unify.
Retrieves, validates and homogenizes financial data from multiple providers into clean, point-in-time datasets ready for research.
Backtest Engine
Simulate. Measure. Validate.
Realistic, reproducible portfolio simulations, with commissions, slippage and 30+ performance and risk metrics against your benchmark.
Attribution Analysis
Decompose. Explain. Improve.
Explains where your returns came from: a portfolio's active return, decomposed with Brinson-Fachler and a factor model.
The Investment Lab
Two ways in.
Write code if you want to. Click if you don't.
The library
Create ideas with code.
Two of the Lab's tools are open source and public: the Data Curator and the Researcher. An idea you can write as code is an idea you can run, share and test. No account, no licence.
pip install kaxanuk.data_curatorThe Backtest Engine and Attribution Analysis come with the Investment Lab licence.