Systematic macro intelligence for financial advisors
See the signals. See the weights. See the reasoning.
Your clients ask “Should I worry about rates?”
You need an answer you can defend — to the client, and to compliance.
Robos are black boxes
Wealthfront rebalances your portfolio but never shows the reasoning. You can't hand "we rebalanced" to a compliance officer.
Terminals cost $32K/yr
Bloomberg gives you the data but not the model. And most independent advisors can't justify the price for the research layer alone.
AI chatbots give answers, not methodology
Perplexity gives you a paragraph with citations. But no per-signal weights, no confidence bands, no audit trail that survives a client dispute.
How It Works
Independent signals
8 macro indicators from FRED — inflation, labor, rates, currency, yield curve. Each one is a weak predictor on its own. None is sufficient alone.
Combination engine
The 11-step Grinold-Kahn procedure weights each signal by its independent information contribution. Correlated signals are automatically penalized. No hand-tuning.
Transparent output
A single posterior probability with per-signal attribution, a confidence band, a disagreement score, and a market benchmark comparison. Every number has a source.
What Makes Bayes Different
The methodology is the product
Transparent reasoning
Every posterior shows the per-signal breakdown — which indicators drove the conclusion and how much weight each one carries.
Compliance-ready output
Each signal is sourced from FRED with a documented transformation. The methodology is auditable. The disclaimer is baked into every artifact.
Compounding intelligence
After each question resolves, the engine measures which signals were right and recalibrates. The system gets smarter with every outcome.
Comparison
* Signal Stack is free. Advisor-tier features coming soon.
Built for advisors who show their work
The signal stack is live and free. Advisor-tier features — custom signal stacks, client-facing reports, and voice agent integration — are in development.