Built on published
academic research
The quantitative models powering your daily brief are grounded in published research. We believe in full transparency — read the papers, understand the methodology, and hold us to it.
Our published work
Factor Heterogeneity in Precious Metals
Examines how macro factors drive precious metals differently — gold responds to real rates and inflation expectations while silver, platinum, and palladium are shaped by industrial demand proxies and currency moves. The paper quantifies these divergences using rolling regression attribution across a decade of daily data.
Read on SSRN →Regime-Dependent Basis Attribution in Gold Futures
Introduces a regime-switching framework for gold futures basis attribution, showing that the explanatory power of macro factors shifts dramatically between risk-on, risk-off, and transitional market regimes. The model achieves materially higher R² by conditioning on regime state.
Read on SSRN →How the models work
9-Factor Attribution
Rolling regression across DXY, VIX, breakeven inflation, currency pairs, volume, volatility, open interest, and real rates.
Regime Detection
Market states are classified into risk-on, risk-off, and transitional regimes. Factor weights shift with the regime.
Anomaly Scoring
Z-scores on the futures basis curve flag statistically unusual pricing. Scores above 2.0 trigger full anomaly alerts.
See the research in action
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