MYG Data
A signal is a claim. We test claims.
The division that turns research into forecasts and tests them the hard way: purged cross-validation, calibration, and a hash-chained record of every prediction written before the outcome is known.
The record is written before the outcome
Each prediction is stored with its timestamp and a hash chained to the one before it. When the outcome arrives it is scored against that record, which cannot be edited afterwards.
Leakage tests, overfitting tests and calibration run on every signal before anyone looks at a return.
- Prediction
- Direction, horizon, confidence, the data it used and the version of the method.
- Timestamp
- Point in time, so nothing learned later can leak backwards.
- Hash
- Chained to the previous entry; the ledger is tamper-evident.
- Score
- Written when the outcome is known, against the record as it stood.
What the platform gained from it
The validation suite, the tamper-evident ledger and the document reader were built here first and are now part of the core client deployments run on. The most demanding proving ground made the platform.
No performance claims are made for any MYG Data signal. The division exists to prove or kill a signal on evidence. Method and validation records are shared under NDA with investment firms that want to see how the work is done.
Start with a scoping week.
One week at a fixed fee. It ends with a specification you own and a fixed price for the build, and you can stop there.