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.

  1. Step 1: Hypothesis

    What do we believe, and on what evidence?

    Researcher

  2. Step 2: Universe

    Which securities are investable, point-in-time?

    Lab platform

  3. Step 3: Data

    Curation, refinery, analysis: what can we measure?

    Data CuratorRefineryAnalyzer

  4. Step 4: Portfolio

    How is the book constructed?

    Portfolio Construction

  5. Step 5: Backtest

    How would it have performed?

    Backtest Engine

  6. Step 6: Attribution

    Where do the alpha and the risk come from?

    Attribution Analysis

  7. Step 7: Paper trading

    Does it hold up on live data, before real money?

  8. 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 are

Inside 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.

  1. Step 03 · Open source

    Data Curator

    Acquire. Validate. Unify.

    Retrieves, validates and homogenizes financial data from multiple providers into clean, point-in-time datasets ready for research.

  2. Step 05 · Lab licence

    Backtest Engine

    Simulate. Measure. Validate.

    Realistic, reproducible portfolio simulations, with commissions, slippage and 30+ performance and risk metrics against your benchmark.

  3. Step 06 · Lab licence

    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 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.

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_curator

The Backtest Engine and Attribution Analysis come with the Investment Lab licence.