CHF20k+
Institutional terminal
Per seat, per year, on a two-year contract. Top-tier data, but the quantitative models still have to be built.
Quantitative analysis infrastructure
Single asset · Macro · Screening · Strategies
Each particle = one simulated daily return · n = —
Return distribution
Returns have heavier tails than the normal curve allows, volatility comes in clusters, regimes shift. These are structural properties of markets: measured and understood, they become opportunities.
01 · Context
CHF20k+
Institutional terminal
Per seat, per year, on a two-year contract. Top-tier data, but the quantitative models still have to be built.
CHF8–65k
Research and newsletters
Per year, for access to a bank's research. Static reports, identical for every client: they cannot be queried or adapted to a portfolio.
CHF100k+
In-house quant
Per year for a single analyst, before data and infrastructure. Custom models, but months of development and ongoing maintenance.
Sources: Bloomberg Terminal 2026 pricing, $24–32k (≈ CHF 20–26k) per user per year · bank research pricing under MiFID II (Bloomberg, 2017) · median base salary of a quant analyst in Switzerland, CHF 107k (PayScale, 2026) · USD and EUR figures converted at September 2026 rates (1 USD ≈ 0.82 CHF, 1 EUR ≈ 0.94 CHF).
Analytical depth is concentrated at the top. The tools that support a quantitative investment process remain reserved for firms that can pay per-seat licence fees. Independent advisors, family offices and emerging managers are excluded.
Fragmentation
Prices, option chains, financial statements and macro series are now within anyone's reach. The hard part is choosing the right data, running the right analyses, and having all of them in one place.
The missing toolbox
Anyone can build a GARCH, a Kalman filter or a regime model. What is missing is one toolbox that brings them all together: ready to use, continuously updated and validated.
The market
91%
of asset managers already use (54%) or plan to use (37%) artificial intelligence in their investment strategy or research. Not just quant funds.
Mercer, AI integration in investment management, 2024
59%
of S&P 500 index options volume in 2025 was zero-day (0DTE), up from 5% in 2016. Same-day options now dominate index options trading: reading their flows takes advanced analytics.
Cboe Global Markets, 0DTE share of annual SPX options volume · 2016–2022: Cboe Insights, Aug. 2023 · 2023–2025: Cboe annual results and releases
More models, faster decisions, no in-house quant team: managers need tools that are validated and ready to use.
Why now
01
Professional data on prices, options, fundamentals and macro now costs a fraction of what it did. For the first time, an independent manager can work with the same analytical tools as an institution, without an institutional budget.
02
Models that once required dedicated infrastructure run on pay-as-you-go cloud infrastructure, precomputed outside the request path and served from cache.
03
Fee pressure and reporting obligations are pushing independent advisors and managers toward an analytical process of their own that they can document.
The problem
Prices, options, fundamentals, macro, sentiment and technical data sit in separate systems, with different formats and update cycles. Without a common layer, results cannot be compared across models or assets.
Lorenz system · illustration
The solution
AION brings every quantitative approach into a single tool, ready to use, on the same data.
One suite
From a single stock to the whole market: models, data and results in one environment, consistent with each other.
The areas
Price, ±2σ bands and outliers, realized and GARCH volatility, return distribution, seasonality.
Price against P/E bands on forward earnings, quarterly EPS and revenue growth.
Moving averages, momentum, support and resistance levels on the price series.
Implied volatility surface by strike and expiry, ATM term structure and 25Δ skew.
Correlation matrix, regression on the S&P 500 and rolling 60-day beta.
News and market sentiment, scored daily and compared with price.
Economic regimes estimated with a Markov chain, with the probabilities of moving between them.
Exchange flows, holder distribution and network activity for digital assets.
The investable universe filtered by quantitative criteria and ranked by score.
Internally developed strategies: equity curve, drawdown and risk metrics from backtests.
Simulated data for illustration purposes
Validated models, open parameters
In the suite, no parameter is hidden. Here, a GARCH(1,1): change the reaction to shocks and their persistence, and see how the model responds.
The method
01 · Research
From the literature to practice, from classical to advanced: GARCH, Kalman filters, regime models, option pricing.
02 · Validation
Every new method goes through the experimental area and enters the suite only after passing a documented review.
03 · Suite
Managers adapt each model to their own process and compare the results. The library grows without changing tools.
Artificial intelligence
An advanced language model built into AION. It works on the suite's own data and models.
Simulated data for illustration purposes
Artificial intelligence · Reinforcement learning
The manager logs their own trades, paper trades included. The model gradually learns their style (horizon, risk, entries and exits) and proposes trade ideas consistent with it.
Artificial intelligence
The platform produces analysis, not personalized recommendations.
Simulated data for illustration purposes
Product status
50+
Analysis modules already live in the beta. The investment does not fund development: the platform is already built.
What AION offers
Every module runs on the same normalized data layer, so results are comparable across models, assets and time.
Analysis and models
Equities, indices, ETFs and digital assets: statistical, structural and volatility models, from classical to advanced.
Volatility, tail risk, confidence bands, exposures and factor sensitivities.
Pricing, implied volatility surface and term structure, dealer positioning and flows.
Valuation and financial statements, market structure, news and market sentiment, regimes and systemic risk, blockchain activity.
From quantitative criteria to the instruments that meet them, ranked by score across the investable universe.
Intelligence
A language model built into AION: it selects the right models and charts and follows the manager through the analysis.
A personal dashboard of the views and parameters each manager works with.
The reinforcement-learning module learns the manager’s style from their logged trades and proposes ideas consistent with it.
Internally developed quantitative strategies, with backtests and risk metrics.
Integration
Programmatic access to the calculation engines, for teams that already have a process of their own.
Connect AION to language models and other tools, so the analysis can be used where the manager already works.
Five providers behind a single layer: aligned, cleaned and ready for the models.
Who we serve
01
They manage assets on behalf of clients. They pay for analytical depth and a traceable process.
02
They produce analysis for their own clients. They pay for the analytical layer they do not want to build.
03
They already have their own process. They need calculation engines and normalized data, consumed via API.
Versus the alternatives
Depth of analysis against annual cost, on a logarithmic scale. Above roughly CHF 10k a year, depth requires an institutional seat or a dedicated team; below it, the offer is limited to charts and static reports.
The model
Basic
CHF99/month
Historical, fundamental and macro
Sophisticated private investors
Pro
CHF299/month
Full single-asset suite and screener
Advisors and individual managers
Quant
CHF999/month
All modules, strategies and experimental area
Quant desks, family offices, research firms
API
CHF499/month
Programmatic access to the calculation engines
Integrators and internal teams
Proposed monthly prices, per user.
info@withequilibrium.com·Paradiso (CH)