OVVO Labs

Apps: {Portfolio Construction, Options Pricing, MacroNow Nowcasting}
Better Tools → Better Insights

[OVVO Labs @OVVOLabs]

Beyond the Models Everyone Else Still Uses

The models are not wrong because nobody noticed. They are wrong because replacing foundations is harder than adding parameters.
❌ Mean-variance assumes quadratic utility.
❌ Pearson correlation reduces all dependence to a single linear number.
❌ Parametric distributions impose structure markets do not naturally satisfy.

At OVVO Labs, we asked a different question:
What if quantitative finance were rebuilt without forcing markets into assumptions they do not naturally satisfy?

The result is a unified framework built on partial moments and nonlinear nonparametric statistics. Mean, variance, skewness, kurtosis, covariance, and even the empirical CDF are all special cases of one broader mathematical structure. Not a collection of tools. A coherent alternative to the parametric foundations the entire industry inherited by default.

That single foundation powers three production-grade applications.
✳️ Options Pricing
Call = upper partial moment.
Put = lower partial moment.
No lognormality assumption. No dependence on a calibrated volatility surface. Honest confidence intervals from the actual empirical distribution tested live against real market prices, including on the days when assumptions matter most.
✳️ Portfolio Optimizer
Embeds your utility preferences directly into the covariance structure using four directional quadrants of dependence. Captures crash dependence and asymmetric tail behavior that Pearson correlation was never designed to see. Two assets can show zero correlation and still crash together every time. Standard optimization misses it. This one does not.
✳️ MacroNow
Nonparametric vector autoregression across 30+ Federal Reserve variables. No arbitrary lag selection. No stationarity assumptions imposed on data that does not satisfy them. Built for live nowcasting, not retrospective fit.

Harry Markowitz reviewed this work over multiple years of correspondence and wrote:
"I agree that your approach is more general than old-fashioned mean variance... I wish you the best in getting your ideas out."
That is not a marketing slogan.
That is the founder of modern portfolio theory acknowledging that mean-variance (the framework every institution on Earth still uses) is a special case of something more general.

The full suite is priced at a fraction of a single Bloomberg terminal. A fundamentally different way to approach pricing, portfolio construction, and macro forecasting, built on decades of original research, unified under one mathematical framework, and available today.

Try the live tools here → https://t.co/MdbcBrOAFL

Markets don’t care about your assumptions. Neither do we.

[OVVO Labs @OVVOLabs]

@Barchart The best cure for high prices is high prices

[OVVO Labs @OVVOLabs]

@unusual_whales

[OVVO Labs @OVVOLabs]

@DonMiami3 Will bet the over!

[OVVO Labs @OVVOLabs]

@leadlagreport

[OVVO Labs @OVVOLabs]

@Barchart https://t.co/snWuTpv7BV

[OVVO Labs @OVVOLabs]

@SantiagoAuFund Long dialysis machines
https://t.co/meFTbdXWDY

[OVVO Labs @OVVOLabs]

@unusual_whales Why not put Don Jr. and Eric on the board too while you’re at it FFS!

[OVVO Labs @OVVOLabs]

@Ross__Hendricks @DonMiami3 Can I get a tax credit for opting out? 🤣

[OVVO Labs @OVVOLabs]

https://t.co/jn4BDLxBW3

[OVVO Labs @OVVOLabs]

Great point that helped me resolve Prospect Theory within Expected Utility Theory!

See following summary:
https://t.co/bLhGC5cUBK

[PaxTrader777🇺🇸 @paxtrader777]

The great @UOTMENTOR Mickey Hoffman taught 6500 traders in his career at the University of Trading in the floor of the CME pit the most important parts of a trade are your outs, or know your “last trade first”. Before you take a trade, you must know where you will get out for a loss, where you will take profit. Age old wisdom from a man i love and who has been lile a father to me.

[OVVO Labs @OVVOLabs]

@jedimarkus77

[OVVO Labs @OVVOLabs]

@DonMiami3 @johannesmkx https://t.co/WoVnGi24d4

[OVVO Labs @OVVOLabs]

@MacroEdgeRes @DonMiami3 A failed casino operator consistently getting his bluff called!

[OVVO Labs @OVVOLabs]

@paxtrader777 @UOTMENTOR The two reference points (learned from decades of trading), a loss limit and a profit target helped resolve a huge problem in utility theory!

[OVVO Labs @OVVOLabs]

@KobeissiLetter

[OVVO Labs @OVVOLabs]

@jedimarkus77 https://t.co/EZovOCuVwf

[OVVO Labs @OVVOLabs]

@TrendSpider Or… hear me out… we were simply way overbought

[OVVO Labs @OVVOLabs]

@PinguCapital @nyknicks @spurs @CoachJayWright has to be smiling!

[OVVO Labs @OVVOLabs]

@TrendSpider Or… hear me out… we were simply way overbought

[OVVO Labs @OVVOLabs]

@DavidSacks https://t.co/q4L2gobnM1

[OVVO Labs @OVVOLabs]

Seeing upside where others did not...🎯 🥇

With 30 plus macro variables updating twice daily, #MacroNow is built for regimes like this. Standalone or as an ensemble input, the value add is obvious.

Macro is important for trading, see how https://t.co/Yp2dbrK8g5 can augment your trading toolkit!

[OVVO Labs @OVVOLabs]

@AmericaRus2024 @DonMiami3 The world needs counterparties, thank you for your service 🫡

[OVVO Labs @OVVOLabs]

@AmericaRus2024 @DonMiami3 https://t.co/k0EWqmoYHn

[CNBC Tech @CNBCtech]

Trump administration, OpenAI discussing possible government stake in the AI startup https://t.co/NrptJTDAWY

[OVVO Labs @OVVOLabs]

Been flat $SPY all week! Haven’t seen any “my AI had me out or short” posts… 🤔