Agitprop provides dynamic equity factor data that updates with market narratives, allowing asset managers and risk teams to generate custom, stock‑level factors from investment theses in real time. Its Factor Radar delivers an automatically refreshed factor risk model with loadings and covariance matrices for accurate risk attribution and scenario analysis.
Funding
Funding not disclosed
Founders
Product
Problem
Asset managers and risk teams rely on static equity factor models that quickly become outdated as market narratives and regimes shift, leading to inaccurate risk assessments and missed thematic opportunities.
Solution
Agitprop delivers dynamic equity factor data that evolves with changing market conditions. Its Factor Forge tool lets users translate investment theses or emerging narratives into custom, stock‑level factors on demand, which can be fed directly into research, portfolio construction, and risk systems. The Factor Radar model provides a continuously updated factor risk framework, automatically selecting relevant factors, generating factor loadings and covariance matrices, and enabling scenario analysis and risk decomposition that reflect the current market environment. All outputs include clear, human‑readable definitions and stable identifiers, facilitating seamless integration with existing risk and portfolio workflows.
Target Audience
Primary customers are institutional asset managers, quantitative researchers, and risk analysts who need up‑to‑date factor data for portfolio tilts, thematic stress‑testing, and risk attribution.
Features
- Real‑time factor generation from textual investment theses via Factor Forge
- Dynamic factor selection that adapts to news and market activity
- Stock‑level exposure vectors and time‑series for each active factor
- Complete factor risk model including factor loadings matrix and covariance matrix
- Human‑readable factor definitions with stable identifiers for documentation and tracking
- Plug‑and‑play data formats designed to integrate with existing risk, attribution, and monitoring systems