Quantitative Research · Finance · Complexity Science

Joshua M. Peck

Quantitative researcher, systems architect, and author applying classical ML and complexity science to financial systems. Contributor to CBS, Reuters, and the Wall Street Journal.

PRINCIPLES
01

Humans are complex adaptive systems.

02

The economy is a complex adaptive system composed of humans.

03

Markets are the economy's information processing mechanism.

04

Regimes are the economy's discrete behavioral states.

05

Transitions between regimes are probabilistic, not deterministic.

06

Historical regime behavior rhymes but doesn't repeat.

07

SHAP attribution reveals which forces drive the current regime.

08

Probabilistic characterization beats point prediction.

The Work

How do you apply quantitative methods to systems that can't be predicted?

Live

MacroContext Dashboard

A live regime detection platform for financial markets. Most models tell you where the market is going. This one tells you where it is now — Boom, Mid-Market, or Danger — updated daily as conditions evolve.

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Weekly

Applied Complexity Newsletter

A weekly research publication on financial systems. The regime call every Monday — which behavioral state markets are currently in, which signals drove the classification, and what the research is showing about how to think about it.

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Published Work

Cryptocurrency Risk Management

Published 2022. A rigorous risk framework for institutional crypto exposure. Classical models weren't built for this asset class. Written for family offices and wealth managers who needed one that worked.

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As seen in

CBS Wall Street Journal Reuters MarketWatch Bloomberg
MacroContext regime classification
Mid-Market
April 8, 2026

No acute stress signals are present. Credit spreads, volatility, and price structure are all within normal ranges. The model reads current conditions as Mid-Market — the baseline state that describes the unremarkable majority of market history.

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About

Quantitative researcher, systems architect, and author applying classical ML and complexity science to financial markets.

Currently building MacroContext — a live regime detection platform for financial markets — and publishing research through the AppliedComplexity Newsletter.

Previously: CIO at TrueCode Capital (systematic crypto fund), founder of Engage Traffic ($30M+ revenue). Author of Cryptocurrency Risk Management (Rethink Press).

Contributor to CBS, Reuters, and the Wall Street Journal. Colorado.

My Story →
02Latest Research

From the publication

03Applied Complexity · Published Weekly

Quant research notes. Weekly.

A weekly research publication on quantitative methods and financial systems. The model's current regime classification, the signals behind it, and notes on the research.

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