Tycheon: calibrated forecasting and risk analytics
Kronos forecasts the path; Tycheon tells you how much to trust it.
What it does
Tycheon sits on top of a forecasting model and adds the checks that a forecast alone does not give you.
Calibrated intervals
Conformal prediction intervals. An interval is labelled calibrated only after it has held up on a holdout set.
Risk figures
Value at Risk, Expected Shortfall and drawdown probability, worked out from sample paths. For risk figures, calibration can only widen an estimate. It never shrinks one.
Leakage-proof evaluation
Walk-forward testing that blocks look-ahead data. Every result is shown next to a random-walk baseline, with a Diebold-Mariano test.
REST API and MCP server
Call it from your own services, or from tools that speak MCP.
Where it stands
Tycheon is alpha software, version 0.6.0. The library, the REST API and the MCP server exist and are tested. On synthetic data, no model we tried, Kronos included, could be told apart from the random walk. That says nothing about real markets. We publish it as it is.
The demo uses precomputed, synthetic data.
Works with
Tycheon works with open-source time-series models such as Kronos (MIT licence, by Shi et al.; paper). Tycheon is independent. It is not affiliated with or endorsed by the Kronos authors. You bring your own market-data licence. We do not redistribute market data.
How we can help
Tycheon is open source, so you can use it without us. If you want help, these are the ways we work.
Integration into your stack
Connect the REST API and MCP server to your services, your data and your workflow.
Deployment on your infrastructure
Run it in your own cloud or on premises, under your own controls.
Risk-model validation and calibration review
A review of how your forecasts and risk figures behave out of sample, including whether your intervals hold on a holdout.
Custom development
Interfaces, UI/UX and dashboards built around your risk workflow.
Hosted, tenant-isolated Tycheon
Tycheon run for you, with each customer kept separate.
Early access: not self-serve; scoped per engagementTalk about a pilot or partnership
Tell me what you are working on and I will reply with whether and how I can help.
Discuss a pilot or partnership →For research and risk analytics. Not investment advice. Tycheon does not provide trading signals or personalised investment advice. Bring your own market-data licence.