One-liner: “A free, transparent multi-factor stock-research engine — 13 peer-reviewed academic factors, with the math published and the accuracy measured in public.”
Long form: Framler composes a stack of published equity factors (Novy-Marx quality, Fama-French value, George-Hwang momentum, Sloan accruals, Loughran-McDonald NLP, Amihud illiquidity, plus several more) into a single zero-to-hundred composite with Bayesian regime conditioning, conformal prediction intervals, and Treynor-Black portfolio construction. The methodology is published. The math is publicly verifiable via a live invariant battery on every request. Free during early access - Pro tier launches Q3 2026.
What makes us different: retail tools score stocks. Institutional tools build portfolios. We do both, on the same screen — and we publish the math and our own measured accuracy, including where the engine doesn't work yet.