Identifying points when financial markets are about to change their behaviour
The source of predictability is mathematical properties of a complex nonlinear system approaching a phase transition. This is when markets sharply change their behaviour from mean-reverting to strongly trending or vice versa.
Unlike proponents of the mean-variance investment paradigm, we believe that most of 'fat tail' market events are not caused by some exogenous factors but are emergent properties of the system itself, and their precursors can be identified.
We serve professional trading desks and hedge fund managers as well as long-term institutional investors and cover all major financial instruments in all major asset classes worldwide.
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