Blog
Research, methodology, market notes.
We write about the models we use, the data we cross-reference and the mistakes we've avoided. No hype, just useful notes.
Methodology·22 Apr 2026·6 min
Why CVaR should replace VaR in retail
Value-at-Risk is the standard but ignores the tail. Conditional VaR measures how much is lost when VaR is breached — and is the only coherent measure by definition.
ReadMacro·12 Mar 2026·8 min
Focus Engine: how we map 14 macro events to geographic footprints
A technical overview of the event-geolocation engine that powers Focus and Risk Map: 0–100 scoring, regime classification and integration with proxy ETFs.
ReadPortfolio·04 Feb 2026·10 min
Risk Parity vs 60/40: an honest benchmark across three rate regimes
A methodologically clean comparison of Risk Parity and 60/40 over 10-, 20- and 30-year windows — leverage, drawdown, Sharpe, Sortino and regime analysis.
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