Investment & portfolio choice
Fund, defer, expand or abandon — across roadmaps, platform bets and financing decisions.
36 of 388 tools.
Allocate budget with CVAR constraint
Maximize expected portfolio return while keeping probability-weighted loss CVaR below a finance-owned tail-risk ceiling across aligned joint scenarios.
Audit budget constraint binding
Audit whether a claimed budget constraint genuinely blocks value after dependency-feasible portfolio reallocation, separating current-plan inefficiency from scarcity with scenario CVaR and a discrete budget shadow price.
Audit financing term sheet integrity
Audit startup financing terms as exact share, price, proceeds and ownership identities: include pre-money option-pool increases and converting instruments in the pricing denominator, keep secondary purchases out of company cash and post-money share creation, reconcile primary issuance, post-money equity value and reported investor ownership, and retain evidence failures and impossible fees or secondary sales.
Audit fundraising pipeline integrity
Audit a fundraising pipeline as point-in-time evidence rather than CRM theater: reconstruct monotone stage events, terminal status and primary proceeds, retain open opportunities as censored, reject forecasts made after resolution, detect duplicate active investor accounts, and gate the portfolio on mature-forecast support, Brier loss and calibration gap.
Audit technology diligence evidence integrity
Audit a frozen technology diligence case against buyer-declared system/domain/claim scope, management assertions and fresh, rights-cleared, independently reviewed point-in-time evidence.
Audit value realization chain integrity
Audit one frozen aggregate cohort chain from eligible strategy scope through implementation, adoption, business outcome, monetization and cash collection, using whole-cohort bootstrap and simultaneous conversion, end-to-end, evidence and support gates.
Calculate financing exit waterfall
Calculate a financing exit waterfall across coherent outcomes with debt and transaction costs, preferred seniority, equal-rank pro-rata shortfall, liquidation preferences, participating residual, iterative participation caps and endogenous class-by-class conversion; require a pure no-profitable-deviation conversion equilibrium, exact payout reconciliation and verified security/scenario evidence before reporting stakeholder payout, MOIC, annualized return and downside.
Calculate risk adjusted npv
Discount aligned scenario cash-flow paths, expose positive-NPV probability and loss VaR/CVaR, then apply an explicit finance-owned CVaR penalty to test a risk-adjusted investment hurdle.
Calculate strategy to cash conversion
Reconcile approved strategy value sequentially through implementation, adoption, outcome, monetization and collection under coherent scenarios, producing mutually exclusive stage leakage, gross and net cash conversion, reserve need, breach probability, CVaR and exact initiative tail contributions.
Calculate venture milestone efficiency
Compare evidence-adjusted milestone progress and scenario value uplift per cash consumed, preserving efficiency, value, and downside as a Pareto frontier instead of one opaque portfolio-company score.
Calibrate business case forecasts
Calibrate positive business-case forecasts with chronological empirical-Bayes log-ratio correction, sparse-category shrinkage, proper-score validation, and interval-coverage gates.
Construct deterministic project pareto frontier
Construct the exact practically nondominated frontier and successive Pareto layers across projects, products, vendors, or investments without hiding tradeoffs behind arbitrary score weights.
Construct stochastic pareto frontier
Construct a stochastic Pareto frontier from aligned joint criterion scenarios using scenario-wise frontier membership and pairwise practical chance dominance rather than dominance of point estimates.
Estimate cost of delay distribution
Translate probabilistic delivery delay into discounted contribution-value loss, permanent value decay, and governed penalties, including expected cost, tail cost, and the probability of material exposure.
Estimate financing dilution scenarios
Estimate financing dilution with a scenario cap-table waterfall that solves pre-money option-pool top-ups and capped or discounted convertible claims before allocating post-money ownership.
Estimate portfolio company execution beta
Estimate company sensitivity to an external portfolio execution factor using company regressions, random-effects heterogeneity, empirical-Bayes shrinkage, uncertainty intervals, and systematic variance shares.
Forecast acquisition technology integration economics
Forecast acquisition-technology integration time, cost, stranded cost, synergy realization and economic-shortfall CVaR from pooled lognormal history, dependency paths, finite capacity and shared disruption states.
Forecast fundraising close and runway
Forecast whether enough primary capital closes before runway pressure by fitting empirical-Bayes age-state competing-risk hazards to advanced, closed, lost and right-censored stage episodes, then simulating every live opportunity under one common market scenario and an explicit burn-before-close cash convention.
Optimize budgeted initiative portfolio
Select the highest expected-value initiative portfolio under cash and multi-resource budgets while enforcing dependencies and mutual exclusions across aligned business scenarios.
Optimize decision calendar
Schedule dependent strategic decisions as information arrives, balancing contingent action value, delay cost, portfolio tail risk, deadlines, precedence, and scarce decision capacity.
Optimize financing terms nash bargaining
Select financing terms through exact risk-adjusted Pareto and weighted Nash bargaining: evaluate full-cost founder and new-investor payoffs on identical exit scenarios, convert lower-tail payout into transparent certainty adjustments, enforce company cash, founder control, investor return, downside, evidence and individual-rationality constraints, remove dominated terms and maximize the weighted log product of surplus above governed disagreement values.
Optimize fundraising attention policy
Allocate the current fundraising attention epoch with age-aware controlled Markov arm values and an exact multiple-choice capacity knapsack: compare action versus passive continuation through later stages, price founder distraction and action cost, expose a dynamic attention index, and disclose that independently relaxed future capacity is not a globally certified multi-period schedule.
Optimize multi period capital allocation
Allocate indivisible project funding schedules across every period budget while respecting dependencies, exclusions, uncertain terminal value, discounting, and a retain-capital baseline.
Optimize post merger technology integration portfolio
Choose retain, bridge, migrate, integrate or retire for every target capability while pricing delayed synergy, retained standalone value, Beta-binomial failures, unique platform loss, resources, budget and CVaR.
Optimize product mix
Optimize one discrete quantity option per product across a shared cash budget and multiple capacity pools using aligned contribution scenarios, expected value, CVaR downside, and an explicit exact or heuristic solver boundary.
Optimize risk mitigation portfolio
Select a dependency- and exclusion-feasible mitigation portfolio that maximizes expected net loss avoided within budget and an optional residual-CVaR ceiling.
Optimize roadmap real options
Optimize continue, defer, abandon and expand decisions across staged initiatives using Bellman recursion and current capital rationing.
Optimize shared platform investment
Choose a shared-platform option and adopter coalition under budget, capacity, joint scenarios, pairwise network value, CVaR, and individually rational Shapley-informed cost allocation.
Optimize value realization recovery portfolio
Choose a budgeted, capacity-feasible portfolio of stage-specific value-recovery interventions under coherent scenarios, combining each action as diminishing closure of its remaining gap while preserving cross-stage strategic complementarity, dependencies, exclusions, positive-value probability, CVaR and exact-or-disclosed beam search.
Rank initiatives evidence adjusted value
Rank initiatives using an explicit mixture of finance-approved value scenarios and a skeptical prior weighted by backtested evidence reliability, with downside and CVaR gates.
Rank portfolio companies by risk adjusted progress
Rank stage-comparable portfolio companies by evidence-shrunk milestone value minus a CVaR downside penalty per cash consumed, with weak evidence explicitly unranked.
Score investor execution vitals
Give startup investors an evidence-shrunk execution signal spanning milestones, runway, reliability, and resilience.
Simulate startup financing survival
Simulate dependency-gated milestone execution, correlated fundraising conditions, event-timed burn and insolvency to quantify survival, financing dependence, and rescue capital.
Solve distributionally robust product portfolio
Solve a budgeted product portfolio under ambiguity in scenario probabilities, acyclic dependencies, mutually exclusive choices, and governed pairwise cannibalization or synergy using a total-variation uncertainty set.
Stress test investment memo assumptions
Stress an investment memo's local value model by shrinking weak claims toward declared adverse values, pricing pairwise nonlinear interactions, and finding the first failure fraction along a joint adverse path.
Value next round option
Value raising now versus delaying for a milestone by simulating posterior milestone success, bridge-capacity failure, conditional future dilution, terminal stakeholder value, and lower-tail delay loss.