Causal model
Designed to build a structural model of the drivers of returns and risk — not a correlation matrix.
Nuvoq is designed to model the causal structure of markets — not just their correlations — to recognize and attribute regime transitions faster, and to explain what is driving them.
Three layers are designed to connect what is driving markets to what an allocator should do about it.
Designed to build a structural model of the drivers of returns and risk — not a correlation matrix.
Designed to identify when the causal structure shifts and which variables moved it.
Designed to turn that into allocation guidance with constraints, monitoring and a full audit trail.
Built for institutional allocators — pension funds, endowments, family offices, fund-of-funds and private-markets teams.
Reproducible pipelines, constraint-aware guidance, and operational controls — designed so every run is repeatable and every output attributable to the rules that produced it.
Designed to normalize market, macro, and portfolio data into reproducible, versioned inputs for the causal model.
Designed to estimate the structural drivers of returns and risk, and to monitor when and why that structure shifts.
Designed to translate regime signals into allocation guidance under policy constraints, approvals, and audit trails.
Causal models are only useful when their reasoning is auditable. Nuvoq is designed to keep humans in control through constraints, review checkpoints, and full decision traces.
Quick answers — email us if you want details.
Information on this page is for informational purposes only and describes software under development; features and availability may change before release.
Nuvoq is a product of Anmel, Inc., a Delaware corporation. Founded by Dimitar Dimitrov.
Contact: info@anmel.com