Institutional-grade investment answers, in minutes
Ask. Test. Decide. Get portfolio-aware answers that combine quantitative rigour with fundamental insight — fully auditable and delivered where you work.
Features
Ask in email/Teams
Open ARIA from Outlook or Teams, type your question, hit send. Answers land where your day already happens
Explainable research briefs
Concise, cited summaries with an audit trail—so you can share with confidence and stay compliance-friendly.
Backtests & optimisation snapshots
Pressure-test a thesis in minutes; iterate quickly as signals change
Instant Peer comparison
See what truly differentiates a name vs. its peer set—without hours of manual Excel slicing.
Use Cases
Backtest a thesis in minutes
Validate an idea on historical data with instant performance stats and an explainable rationale you can share.
Peer comparison, instantly
Compare a name to its peer set and surface drivers across fundamentals, sentiment, and recent catalysts.
Earnings-season brief
Walk into calls with a concise view of expected KPIs, consensus deltas, and lessons from earlier-reporting peers.
Allocation & fund due diligence
Read multiple RFPs, output a scored shortlist, and cite evidence so your choice is defensible.
Questions ARIA is optimised to answer
• Backtest META 20/50 MA — CAGR, Sharpe, drawdown
• AAPL / MSFT / NVDA — revisions, margin, valuation z-scores
• +1% NVDA in US book — marginal VaR & TE
• Optimise tech sleeve — max IR @ 4% TE, turnover ≤15%
• Backtest META 20/50 MA — CAGR, Sharpe, drawdown
• AAPL / MSFT / NVDA — revisions, margin, valuation z-scores
• +1% NVDA in US book — marginal VaR & TE
• Optimise tech sleeve — max IR @ 4% TE, turnover ≤15%
• NFLX PEAD — average 5/20-day excess returns
• Macro shock: WTI +$10, USD +3% — portfolio impact
• AAPL factor loadings — effect on portfolio tilts
• HUBS / CRM pairs trade — 3y mean-reversion backtest & hedge ratio
• NFLX PEAD — average 5/20-day excess returns
• Macro shock: WTI +$10, USD +3% — portfolio impact
• AAPL factor loadings — effect on portfolio tilts
• HUBS / CRM pairs trade — 3y mean-reversion backtest & hedge ratio
• AMD vs NVDA — attribute YTD spread: revisions vs multiple
• JPM curve beta — sensitivity to 2s10s and credit spreads.
• GOOGL +2% weight — sector/issuer limit check & nearest constraints.
• SNOW vs NET — which diversifies my US book more (corr & marginal risk)?
• AMD vs NVDA — attribute YTD spread: revisions vs multiple
• JPM curve beta — sensitivity to 2s10s and credit spreads.
• GOOGL +2% weight — sector/issuer limit check & nearest constraints.
• SNOW vs NET — which diversifies my US book more (corr & marginal risk)?
