Tools for the private markets
Independent analytical tools built on publicly available data, including SEC EDGAR filings, 13F, Form ADV and other public disclosures. For institutional allocators, investment committees, and credit researchers. No login walls. Methodology open to review. Open source code on GitHub.
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ERA Knowledge Graph Explorer
A queryable graph built from Form ADV Part 1A across the full RIA and Exempt Reporting Adviser universe, connecting adviser entities, control persons, related persons, private funds, and service providers. Surfaces topology invisible in any single filing: shared control persons, service-provider concentration, and hidden fund families.
Sample: a shared control-person cluster. -
Peer Cohort Valuation
Constructs comparable cohorts directly from parsed SEC EDGAR financials, then benchmarks valuation multiples against the cohort distribution rather than a static comp set. Exportable PDF reports with full audit trail back to source filings.
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Semantic Filing Search
Meaning-based search across registration filings and disclosures. Ask in plain language ("advisers with cross-trade conflicts and affiliated broker-dealers") and retrieve passages, not keyword noise. Every result links to the underlying filing.
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SLEI / CARI Covenant Analytics
Grades covenant strength and computes the Structural Lender Exposure Index (SLEI) and Credit Agreement Risk Intelligence (CARI) scores across deal structures. This framework is for locating mispricing where covenant quality isn't reflected in spread.
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Private Credit Benchmark Lab
Side-by-side interrogation of private credit benchmarks. CDLI versus academic factor-replication approaches with PME methodology comparisons. Built to answer the allocator's question: what is my direct-lending allocation actually being measured against?
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Liquidity Stress & Hysteresis Model
An interactive model of private credit liquidity stress treating redemption cycles as a yield-stress (Bingham plastic) and hysteresis phenomenon. Because flow doesn't begin until stress crosses a threshold, and recovery doesn't retrace the path down.
Cloudflare Private Markets Lab: fund administration in a box, one primitive at a time
An engineering playground: each experiment isolates one Cloudflare primitive against a tiny private-markets workflow. Together they sketch a miniature fund-administration operating system running entirely at the edge.
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D1, serverless SQL
LP Commitments Database
The simplest private-markets data model that still feels real: LP, fund, commitment, called capital, vintage, with unfunded computed live from SQL.
Atomic test. Insert, query and update structured fund data with prepared statements.
/lab/d1-lp-commitments
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R2, object storage
GP Report Vault
Upload and retrieve mock GP quarterly reports under fund/quarter keys, the seed of an LP portal document vault: capital call notices, K-1s, DDQ packets.
Atomic test. Upload a document into R2 from an Astro page and fetch it back.
/lab/r2-report-vault
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Vectorize, vector database
LPA Clause Search
Ten seeded LPA clauses (key person, GP removal, MFN, recycling) embedded and queried semantically: the core private-markets RAG demo.
Atomic test. Embed text, store vectors, retrieve semantically similar clauses.
/lab/vectorize-lpa-search
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Workers AI, GPU at the edge
Investment Memo Writer
Structured inputs (asset class, strategy, target return, risks, client type) into a five-bullet IC-style memo via env.AI.run() on Cloudflare's model catalog.
Atomic test. Call a Cloudflare-hosted LLM from an Astro API route and return a memo.
/lab/ai-memo-writer
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Queues, async messaging
Capital Call Processing
Submit a capital call notice into a guaranteed-delivery queue; a consumer validates, processes, and writes status back to KV. A real middle-office pipeline in miniature.
Atomic test. A producer puts a message on the queue; a consumer processes it off the request path.
/lab/queues-capital-call
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Durable Objects, stateful
Live Portfolio Room
One unique object per portfolio session: buy SPY, add a private credit fund, rebalance, reset. Mutable state coordinated across requests, an advisor proposal room in embryo.
Atomic test. A single object instance maintains portfolio state across multiple requests.
/lab/durable-portfolio-room
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KV, edge key-value
Market Assumptions Cache
The "house view" config every demo reads: risk-free rate, private credit spread, default and recovery rates, saved under market-assumptions:base-case and retrieved globally at low latency.
Atomic test. Save and retrieve a JSON config object from KV.
/lab/kv-market-assumptions
The lab is deliberately atomic: one binding, one workflow, one test per page. But the composition is the point. D1 holds structured fund data, R2 holds documents, Vectorize retrieves meaning, Workers AI explains, Queues process in the background, KV configures, and Durable Objects hold live session state. That is a tiny private-markets operating system hiding inside a weekend experiment.
How these tools are built
Every tool on this page is constructed exclusively from public regulatory data: SEC EDGAR full-text and XBRL filings, and Form ADV Part 1A structured data. Pipelines refresh nightly; graph construction and heavy analytics run offline, with precomputed results served from the edge. Nothing here constitutes investment advice; everything here discloses its methodology.
Stack: Python ingestion, PostgreSQL, Neo4j (graph), Cloudflare Pages (edge delivery). No tracking, no accounts, no paywall.