Research & Development

The Lab

Working models and live experiments. The systematic tools behind the investing.

Regime Detection
Lab · Regime Detection

Regime Detection

MacroContext regime detection — identifying which behavioral state the S&P 500 is currently in, updated weekly.

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What is moving markets right now
Lab · Factor Analysis

What is moving markets right now

A rolling analysis of the dominant macro factors driving S&P 500 variance, and when those factors have shifted across 30 years.

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