Control theory × AI × markets
Independent software research in optimal control, stochastic modelling and AI, explored through generic experiments with illustrative and synthetic market data.
Expected shortfall · Turnover · Liquidity · Drawdown
Research prototype · illustrative sample data. Generic, public output only—no individual client circumstances, personalized recommendations, investment advice, portfolio management, order reception or transmission, or execution.
MARKET INTELLIGENCE
One research surface for studying market state, cross-asset conditions and news signals—with an AI layer that organizes illustrative information for model evaluation.
Trend appears constructive while cross-asset correlation and policy sensitivity produce a higher-sensitivity state in this sample model.
Illustrative model output—not a live signal.
Policy sensitivity · Rates · Equity duration
Fundamentals · Breadth · Allocation
Volatility · Hedging · Position limits
Example headlines for interface design only.
Research prototype · illustrative sample data. Generic, public output only—no individual client circumstances, personalized recommendations, investment advice, portfolio management, order reception or transmission, or execution.
PROBABILISTIC FORECASTING
Research-grade forecasts should describe a conditional distribution—not pretend that one path is inevitable. Bands widen with horizon as uncertainty accumulates.
Bayesian state estimation
Markov regime transitions
Monte Carlo paths
Out-of-sample calibration
Research prototype · illustrative sample data. This generic, public example does not consider individual client circumstances or provide personalized recommendations, investment advice, portfolio management, order reception or transmission, or execution. Intervals represent model uncertainty under stated assumptions; they are not confidence guarantees.
01 / FRAMEWORK
We study markets as dynamic systems, using closed-loop methods to observe uncertainty, model hypothetical responses and evaluate how rules behave as conditions change.
Transform real-time data into a compact, measurable representation of market state.
Formulate hypothetical allocation problems that balance stated objectives, uncertainty and test constraints.
Use feedback and simulation to test model sensitivity, stability and responses to structural change.
02 / RESEARCH
Software experiments compare hypothetical allocation rules, risk constraints and adaptive model behaviour using simulated or sample data.
Generic research models estimate conditional distributions, uncertainty bands and regime probabilities for illustrative market scenarios.
Market models describe hypothetical outcomes. Portfolio-system experiments evaluate how candidate rules behave under stated assumptions.
03 / COMPANY SCOPE
Reny Control is currently in a software research and prototyping phase. Portfolio optimization and probabilistic market modelling appear here only as generic, public research examples using illustrative, synthetic or sample data—not as services applied to individual client circumstances.
Current work centres on software research and development. No client accounts, client assets or individualized investment profiles are used by the website.
Reny Control does not guarantee forecasts, performance or investment outcomes.
We develop and demonstrate research software. The website does not assess individual client circumstances, connect to brokerage accounts or act on a user’s behalf.
Any future functionality involving personalized recommendations, direct order connectivity or management of client assets would require renewed legal assessment before introduction and, where applicable, appropriate authorization or cooperation with a licensed provider.
04 / ABOUT
Reny Control is an independent research initiative built on a deep foundation in optimal control theory and mathematics.
A. Yigit Üngören completed doctoral research focused on optimal control theory at the University of Michigan, with a minor in mathematics.
Its work combines rigorous modelling, high-performance computing and market data to investigate generic software methods for portfolio-system and market-model research.
No black-box promises. Every model output should be measurable, testable and explainable.