About

My name is Sebastien Assohou. Some people know me as Badoun.

I came to this work through coaching. Bodies, biological mechanics, what holds and what breaks under real load. At some point it became obvious that the discipline I applied to bodies, which is to look honestly at what actually works rather than what should work, transfers cleanly to other systems. To the systems that claim to predict financial markets, for example.

That is how Nyalai started.

What Nyalai does

Nyalai is a calibration engine for probabilistic systems in quantitative finance. In plain terms: when someone claims "this model has an edge, we should allocate capital to it," Nyalai tests that claim against five adversarial validation gates. Some strategies pass. Most do not. We document why in both cases.

Nyalai does not sell investment advice. It does not recommend allocations. It does not predict anything on its own. It returns a binary verdict, CALIBRATED or NOT-CALIBRATED, with a reproducible audit trail.

Why this project exists

Because the industry has a hole in the middle of it.

Quantitative finance runs on an uncomfortable asymmetry. The person who builds a strategy is also the person who validates it. When they validate, they are human, therefore biased, therefore optimistic about their own work. The reproducibility literature in finance is unambiguous on this point. Harvey, Liu and Zhu (2016) and Bailey and Lopez de Prado (2014) both show that the large majority of published strategies do not survive a rigorous out-of-sample test. Real edges exist. They are just drowning in the noise of false ones.

Someone has to have no interest in a strategy passing. An independent infrastructure whose only product is the refusal when the refusal is deserved.

What I believe

I do not believe in self-proclaimed edges. I believe in methodologies that expose their own failure modes.

I do not believe in pure financial theory. I believe in empirical checks, permutation tests, bootstraps, and cross-regime robustness.

I do not believe in methodological neutrality. I believe a validator must carry an explicit bias, the bias of default refusal, and that bias must be documented publicly rather than hidden.

The full Nyalai methodology will be published under Creative Commons Zero. The Refusal Doctrine lays out the reasoning end to end. Anyone can reimplement it. Nyalai does not sell a secret. It sells disciplined application, reproducible audit trails, and infrastructure that regulators and allocators can inspect.

There is a second reason for publishing the methodology in full. Our discipline requires that a small number of independent validators eventually operate in parallel, each with its own methodology, each contestable, each auditable. We publish ours as a matter of institutional discipline, not as an invitation. We aspire to remain the reference, not the monopoly.

The name

The Nyala is an African antelope that lives on the boundary between forest and savanna. Two worlds at once. It never fully commits to either. It watches.

The male carries spiraled horns. The female is smaller and unarmed. Together they form an asymmetric pair where one gives the frame and the other gives the judgment. That is also how a well-designed probabilistic system should work. Someone builds. Someone judges. They are not the same person.

Nyalai. Nyala plus AI.

What Nyalai does not do

No allocation advice. No external capital management. No co-development of strategies with the entities it validates. That last rule has a name in our internal doctrine. We call it sovereignty rule seven.

Nyalai will never say publicly that a strategy is going to work. It can say that the process that produced it passed the five gates, which is a much weaker and much more verifiable claim.

Contact

The infrastructure is under construction. The public site opens progressively starting September 2026 with the publication of the first Verdict-form.

Researchers, institutional allocators, and operators of systematic strategies: if you want to discuss methodology, write to contact@sebastienassohou.com.

I answer anything that looks like a signal. I do not answer generic pitches.

Nyalai is a company in formation. The "it" pronouns used above refer to a methodological discipline carried by Sebastien Assohou, sole operator at the time of writing.