Research
Macroeconomic regimes
Machine-learning methods that identify macro states and estimate probabilistic regime paths through time.
Research
Quantitative research across macroeconomics, markets and portfolios.
Macro and market regime modelling, alternative data, crowd intelligence and systematic portfolio management.
Current work
Research and development.
Research
Macro-Market Divergence
A probability-based measure of alignment between realised macro regimes and yield-curve-implied regimes, with applications to subsequent curve repricing.
In development
Multilingual sentiment
Alternative data for global macro and geopolitical risk themes.
In development
Macro expectations
Crowd intelligence for economic indicators across developed and emerging economies.
Research and development
Systematic portfolio management
Quantitatively derived regime signals and machine-learning methods for systematic trading research.
Research services
Commissioned quantitative research.
Institutional research
Defined mandates across portfolios, markets, risk and macro-financial questions.
Model development
Empirical design, implementation, validation and documentation.
Research infrastructure
Data pipelines, multilingual source processing and local LLMs for analysis and research insight.
Collaboration
Academic, data and institutional research partnerships.