Beyond the Models Everyone Else Still Uses
Most finance tools — and most of the AI ones now flooding in — rebuild the same 1950s Gaussian, mean-variance machinery and curve-fit it until the backtest looks good.
OVVO Labs is built on a different foundation: partial moments and nonlinear nonparametric statistics, in which mean, variance, skewness, kurtosis, covariance, and even the empirical cumulative distribution function emerge as special cases of a more general structure — peer-reviewed, and validated by the Nobel laureate who created modern portfolio theory.
We don’t fit the answer to the past. Our portfolio engine is tested truly out of sample — optimized only through time t, then left to live — against the two benchmarks most optimizers quietly fail to beat: naive 1/N and the index itself. If a method can’t clear those out of sample, it has no business managing money. We show you the result either way. That is exactly what the curve-fit black boxes can’t offer.
One foundation, applied to three core financial tasks:
- options pricing
- portfolio construction
- macro nowcasting
The mathematics stays under the hood. The output — and the insights you put in front of clients — is available today.
Built on NNS
The broader statistical toolkit behind OVVO Labs is available through the NNS package — open source, peer-reviewed, and inspectable. Not a black box, and nothing you have to take on faith.
NNS provides the nonlinear nonparametric framework underlying the work: partial moments, dependence measures, regression tools, and related methods. OVVO Labs applies that foundation to focused financial workflows for practitioners.
Validation from the Foundations of Portfolio Theory
Fred Viole with Harry Markowitz
I agree that your approach is more general than old-fashioned mean variance… I wish you the best in getting your ideas out.
Harry Markowitz
That places OVVO Labs in direct conversation with the foundations of modern portfolio theory — the same theory every standard tool is a special case of.
What Users Say
Very large firms will do their own forecasts, but the reality is it’s unlikely they will be better than this one. The econometrics are likely better than what you’d do internally at a small fraction of the cost.
Head of Risk Management on MacroNow
OVVO Labs options tool has materially reduced my research time while improving structural discipline.
Quant Researcher on the Options App
Every time I track the top ranked securities, the signals are good across different allocation ranges.
Active Trader on the Portfolio App
Start With the Live Tools
Built for advisors and wealth managers, portfolio managers, risk professionals, and quantitative researchers who want a more rigorous foundation than the standard toolkit — and output they can defend to clients and to compliance.
Explore the complementary intro sites below for a hands-on sense of the workflow and output, then subscribe for full access.
For institutional licensing, team access, or custom arrangements, contact us directly.
Price protection: Lock in the current annual rate for as long as your annual subscription remains active.
Portfolio
Complementary Intro Site: ovvo.shinyapps.io/portfolio_intro
Build each client the portfolio they actually asked for. Preferences embedded directly into a directional partial-moment covariance — upside, downside, divergence, and crash dependence handled separately, not buried in one correlation number. 2,000 securities in ~20 seconds. Benchmarked truly out of sample against 1/N and the index.
Options
Complementary Intro Site: ovvo.shinyapps.io/options_intro
Model-free option pricing — calls through upper partial moments, puts through lower — with no calibration and no normality assumption. Fair values, confidence intervals, full Greeks. Plus the put/call IV ratio as a tail-risk state variable: which tail turns dangerous after a shock, validated out of sample across TSLA, MSFT, MSTR, and SPY.
MacroNow
Complementary Intro Site: ovvo.shinyapps.io/macronow_intro
Nonparametric vector autoregression across 30 Federal Reserve variables, nowcasting GDP, CPI, and unemployment live. Report-ready macro context you can put in front of clients — an independent read, not the consensus everyone else is citing.
Ranking Tool
Upload your own universe and rank it through expected partial moments — utility-aware, separating upside, downside, and target-relative behavior, not one-size-fits-all volatility.
Bundle
All four tools, one coherent framework across pricing, portfolio construction, ranking, and macro context. A single annual subscription.
The Edge a $32,000 Terminal Can’t Give You
A Bloomberg seat gives every desk on the Street the same Gaussian analytics — for about $32,000 a year. OVVO Labs gives you the read those models can’t: the tail signal inside the put/call IV, the portfolio your client’s preferences actually imply, and the macro nowcast that doesn’t wait for consensus.
The entire bundle costs a fraction of a single terminal.
Markets Do Not Care About Your Assumptions. Neither Do We.
OVVO Labs gives you a more general framework for options pricing, portfolio construction, and macro forecasting — grounded in empirical structure, tested out of sample, and expressed through tools you can use today.
For institutional licensing, team access, or custom arrangements, contact us directly.