Fabrisk Factor & risk
One factor engine.
Two markets.
Fabrisk is the factor and risk stack — models, construction, and both ex-ante and ex-post analysis — run through a single engine across crypto and equity, so the framework is consistent wherever you invest.
Capabilities
Model, build, measure — end to end.
Factor models
Transparent factor models — exposures, factor returns and a covariance you can interrogate, not a black box.
Portfolio construction
Build factor-aware portfolios to explicit risk and exposure targets, with sensible, auditable defaults.
Ex-ante risk
Forward-looking risk — factor and specific — with correlated stress tests and scenario analysis.
Ex-post attribution
Decompose realised performance and risk into factors, selection and interaction, cleanly.
Backtesting
Test construction rules across market cycles with the same out-of-sample discipline as the rest of the house.
Universe
The same engine, two markets.
Crypto
A factor model native to digital assets — momentum, size, liquidity, volatility and funding — built for a 24/7 market with its own microstructure.
Equity
An equity factor model — style and industry factors across the global cross-section, refreshed on a clean fundamentals feed.
Notebooks
Build on it, in the browser.
Fabrisk ships a hosted notebook platform alongside the application. Write Python against the same models and the same data the screens use — without deploying anything locally.
- Ask your own question
- The screens answer the questions we anticipated. When yours is not one of them, write it yourself — against the same models and the same history the product runs on, not an export of them.
- Open it and start
- Nothing to install, nothing to download, no environment to build. It is already running, with the data already there.
- Yours, and your desk’s
- A private space for work in progress and a shared one for the team — so research a colleague can open and re-run does not end up as a file on somebody’s laptop.
Available now
Put Fabrisk on your universe.
Choose the application built for your market.