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Tensor Contagion & Stability

How shocks propagate between markets — and how far the system sits from equilibrium. Statistical readings, not recommendations.

Preview

What it measures

The flagship systemic-risk monitor: a monetary-tensor model with Langevin dynamics, run cross-asset. The coupling tensor Kij estimates how strongly a shock in one market propagates into another; the Lyapunov V(t) indicator tracks disequilibrium against its normal band, and the α(A) stability check reads the current regime. Every reading is a state description, not a forecast.

Methodology

  • Coupling tensor Kij — how strongly a shock in the row market propagates into the column market, re-estimated on live data across crypto, equities, FX, metals, and energy.
  • Contagion propagation by block — which cluster is radiating stress outward (for example energy → FX) and which markets stay internally coherent.
  • Lyapunov V(t) disequilibrium — distance from equilibrium over time, read against its normal band and an alert threshold.
  • α(A) stability check — negative values indicate a mean-reverting regime; positive values flag instability building up.

Full methodology docs ship with the module at launch.

Illustrative data

Verify it yourself.

Founder-rate access is open. Every published output will land on the public ledger — read the papers, then watch the models run.