Welcome to OVVO Labs
Who We Are
At OVVO Labs, we’re driven by a singular mission: to revolutionize the financial industry by providing unparalleled solutions and tools tailored for everyone, from retail investors to seasoned fund managers.
Our commitment to excellence is reflected in our values, where we prioritize the development of high-quality tools rooted in mathematical precision and cutting-edge technology.
What truly sets OVVO Labs apart is our unique selling point – we’re pioneers in risk management through nonlinear, nonparametric statistical methods (NNS). Our innovative approach enables us to fit any risk-reward profile and financial data with unparalleled accuracy, empowering our clients to make informed decisions with confidence. For more on NNS, its history and vast applications, see the following article about NNS.
At OVVO Labs, we’re not just reshaping the financial landscape – we’re setting the standard for precision, innovation, and excellence.
What We Do
Portfolio Optimization
- Our portfolio optimization tool utilizes client-specific risk-reward metrics and advanced nonlinear statistical models to tailor investment strategies to individual needs.
Features:
- Customizable risk-reward metrics to align with client preferences.
- Nonlinear statistical models for accurate optimization.
- Dynamic allocation adjustments based on market changes.
Benefits:
- Maximizes returns while minimizing risk.
- Tailored investment strategies for individual clients.
- Adaptive to changing market conditions for optimal performance.
Option Pricing
- A nonparametric option pricing model that dynamically adjusts to market conditions, providing more accurate valuations without restrictive assumptions.
Features:
- Confidence intervals for option prices to quantify uncertainty.
- Risk-neutral drift adjustment ensures arbitrage-free pricing.
- Nonparametric price distributions capturing real-world skew and fat tails.
Benefits:
- Reduced pricing errors compared to traditional models.
- Provides full Greeks (Δ, Γ, Θ, ρ, ν) for all strikes and maturities.
- Adapts to extreme market conditions and structural shifts.
Macroeconomic Nowcasting
- Our nowcasting tool provides accurate predictions of 30 macroeconomic variables updated 2x daily
Features:
- High-accuracy model for macro variable predictions.
- Relevant variables in model output provided.
- Real-time updates based on latest data.
Benefits:
- Informed decision-making with reliable macroeconomic forecasts.
- Timely adjustments to investment strategies based on predicted economic trends.
- Enhanced understanding of market dynamics with up-to-date information.
Each of these products is designed to provide our clients with sophisticated tools and insights to optimize their investment decisions and navigate the complexities of the financial markets effectively.
Try it Out…
Explore our introductory tools below to get a hands-on experience with the functionality and format of our products.
Login or register for an OVVO Labs account to manage all of your subscriptions.
Have technical questions? Try our custom GPT: OVVO Labs GPT
MacroNow
Complementary Intro Site: ovvo.shinyapps.io/macronow_intro
Nowcasting results for over 30 macroeconomic variables. 12 month probabilistic forecasts are provided, enabling a full range of scenario analysis.
Options
Complementary Intro Site: ovvo.shinyapps.io/options_intro
Options model without underlying distributional assumptions for stock prices. Multiple strike prices as well as all greeks provided in a downloadable format.
Portfolio
Complementary Intro Site: ovvo.shinyapps.io/portfolio_intro
OVVO Labs makes generating a customized portfolio simple, intuitive and effective. We do not limit the number or type of securities you wish to include and tailor the results to your individual risk-profile.
Bundle
Subscribe to all OVVO Labs products.