Early detection of structural instability in financial markets across equities, digital assets, and commodities. We detect when price distributions begin losing their stable shape, a pattern that has historically preceded major market dislocations.
Solutions in this category
Each solution targets a specific signal type within market stress. All share the same white-box, physics-based foundation.
Equity indices · Commodities
Monitors equity indices and commodities for early signs of structural instability, when the distribution of returns starts losing its stable shape, a pattern that has historically preceded major market dislocations. Validated against 40 years of data (1985–2025): 4/4 major crises detected, 34-day early warning before the 2008 collapse.
Coverage
Digital assets
Recalibrated for the heavier tails and round-the-clock dynamics of digital assets, reducing false alarms in markets where extreme moves are structurally more common.
Coverage
Who it's for
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.
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We are working towards the full release of our solutions. If you want to know more or discuss a pilot, start a conversation.
