Nyquist: Risk, pricing, and stress testing without spreadsheet sprawl

Hi Product Hunt — we’re the team behind Nyquist. We are building Nyquist because too many financial teams are stuck between two bad choices: 1. Critical risk and portfolio workflows in Excel, VBA, and disconnected internal tools. 2. Large enterprise platforms that are expensive, difficult to deploy, and built around the needs of the largest institutions. Nyquist is the middle path: a modern risk-analytics layer for financial institutions that need serious capabilities without a multi-year enterprise implementation. With Nyquist, teams can work from the same analytical workspace to: • price financial instruments and analyze portfolios • calculate market risk and run historical or hypothetical stress scenarios • support treasury, ALM, and portfolio-risk workflows • keep calculation lineage, inputs, assumptions, and outputs reproducible We do not aim to replace Bloomberg Terminal, LSEG Workspace, or a firm’s trading infrastructure. We aim to make the analytical and governance layer around those systems far more usable and accessible. The product is live in a private demo environment, with controlled onboarding while we work with early design partners. We would love feedback from risk managers, portfolio managers, treasury teams, quants, and anyone who has had to maintain a business-critical financial model in Excel. Which workflow would you replace first: portfolio risk reporting, stress testing, pricing, ALM, or audit/data lineage?