Koyfin alternative · open Bayesian quant
Koyfin is a Bloomberg-lite charting + screener product. Framler is a Bayesian factor engine: 13 peer-reviewed factor families, regime detection, conformal prediction intervals — what a screener cannot tell you on its own.
One charts the data. The other ranks it through 13 academic factors.
Koyfin gives you institutional-quality charts and screening. Framler gives you a model on top: a 0-100 score combining 13 factor families, plus a verdict, plus a 90% prediction interval. If you already use Koyfin for charts, Framler answers "but is it actually a buy right now?".
Framler runs Bayesian Online Change Point Detection on SPY and shifts factor weights with the regime (risk-on / transition / risk-off). Quality factors get more weight in risk-off, momentum in risk-on. Koyfin's screener can filter by factor values; it doesn't condition them on regime.
Koyfin's most useful features (custom screeners, advanced charts, full universe) require Koyfin Plus or Pro. Framler's full multi-factor engine, regime detection, conformal intervals, and 1,000+ tickers are free during early access.
Yes — Koyfin's charts are best-in-class for retail-accessible products. Framler focuses compute budget on the factor model rather than charting infrastructure. We provide per-ticker sparklines and a history view; for deep technical analysis, Koyfin is the right tool.
Macro overlay is limited compared to Koyfin. Framler tracks regime via BOCPD on SPY and uses VIX-implied move for variance scaling, but doesn't expose the full macro dashboard suite Koyfin offers.
Yes — every factor weight, conformal calibration constant, regime threshold is at /methodology + audited live at /coherence (9 structural invariants).
Look up any of 1,000+ tickers and see the 13-factor composite, regime, prediction interval, and pattern flags. Free during early access.