Causal AI for capital markets
Optima is Causify's dedicated platform for portfolio managers and quant teams. Build portfolios that understand risk, adapt to regimes, and explain every decision.
The portfolio management problem
Traditional approaches fail when you need them most.
Black-Box Models
ML strategies deliver returns until they don't. When they fail, no one knows why.
Regime Shifts
Factor models assume stability. When markets change, portfolios blow up.
Risk Committees
You can't defend positions you can't explain. Regulators demand transparency.
How Optima works
Causal AI built specifically for portfolio management workflows.
Discover Causal Drivers
Optima analyzes returns, fundamentals, and market data to identify which factors causally drive performance. No more guessing which risks matter.
Build Causal Portfolios
Construct portfolios using causal factor models that capture regime dynamics and non-linear relationships. Adapt automatically as conditions change.
Stress-Test Scenarios
Simulate counterfactual market conditions before committing capital. See how your portfolio performs under stress before it happens.
Explain to Stakeholders
Every position, every drawdown, every decision traces back to causal drivers with full audit trails. Risk committees get the transparency they demand.
Built for quant teams
Advanced capabilities for portfolio construction, risk management, and alpha generation.
Causal Factor Models
Discover true risk drivers, not just correlations. Build factors that explain returns causally.
Scenario Analysis
Stress-test portfolios under counterfactual market conditions before you commit capital.
Regime Detection
Automatically detect and adapt to market regime shifts using causal inference.
Risk Attribution
Trace every drawdown to its causal drivers with full audit trails for committees.
Real-Time Signals
Deploy causal models that update as market conditions change, delivering live decision support.
Portfolio Optimization
Optimize allocations using causal models that capture non-linear dynamics and tail risk.
Use cases
Long/Short Equity
Build factor-neutral portfolios that adapt to regime changes and explain alpha sources.
Risk Parity
Allocate based on causal risk drivers, not just historical volatility correlations.
Multi-Asset
Discover cross-asset causal relationships and optimize allocations under regime uncertainty.
Systematic Macro
Trade macro themes using causal models that capture policy impacts and market structure.
Ready to build causal portfolios?
Schedule a demo with our quant team to see Optima in action on your data.