Equity indices · Commodities
Structural stress in equity markets and commodities detected before it shows in price.
Validation
Coverage
How it works
Monitors the statistical distribution of asset returns and detects when it begins losing its stable shape, a signal that historically precedes major dislocations.
Unlike VaR or GARCH models, it is not reactive. It does not wait for volatility to spike. It detects the structural change that causes the spike.
Works across equity indices and commodities without recalibration between assets or time periods.
Who it's for
Our principles
Every result is fully transparent and auditable. Every signal can be justified to a regulator.
Grounded in statistical physics and stochastic analysis. Structural patterns, not empirical correlations.
Works across assets and time periods without constant retuning or manual adjustment.
Compatible with MiFID II, EU AI Act, Basel III and MGA from day one.
Also in Market Stress
We are working towards the full release of our solutions. If you want to know more or discuss a pilot, start a conversation.
