Quantitative researcher. Builder. Author. Applying complexity science to macro regime detection and systematic trading.
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.
MacroContext is a quantitative framework that identifies prevailing market regimes using macro and market stress indicators. By systematically reducing equity exposure during confirmed stress periods, the framework has historically produced nearly double the Sharpe ratio with 38% less volatility than buy-and-hold. The model is entering live validation in April 2026.
Who It's For
As seen in
Iran war stress period ongoing. Model assigns Danger with high probability. Defensive positioning warranted per framework rules.
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