Quantitative researcher and author applying classical ML and complexity science to financial systems. Contributor to CBS, Reuters, and the Wall Street Journal.
Humans are complex adaptive systems.
The economy is a complex adaptive system composed of humans.
Markets are the economy's information processing mechanism.
Regimes are the economy's discrete behavioral states.
Transitions between regimes are probabilistic, not deterministic.
Historical regime behavior rhymes but doesn't repeat.
SHAP attribution reveals which forces drive the current regime.
Probabilistic characterization beats point prediction.
Detects prevailing macro regimes in real time. Built on Hidden Markov Models, PCA preprocessing, and SHAP attribution. Updated daily.
Explore MacroContext →Publishes the weekly regime call, model updates, and research notes on the intersection of complexity science and systematic trading.
Subscribe to the Research →The earlier expression. The same conviction that markets reward rigorous thinking about the environment you're actually in — applied to an asset class most institutions were approaching with the wrong framework.
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Iran war stress period ongoing. Model assigns Danger with high probability. Defensive positioning warranted per framework rules.
The current regime call, top contributing features, and research notes. Every Monday. Free.
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