Platform
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.
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.