Data-driven. Rigorously tested. Always improving.
Our intelligence systems are grounded in academic methodology and validated on real-world data. Every model we deploy is tested against historical evidence before it reaches production.
Where we're pushing the frontier
Prediction Market Intelligence
Deep analysis of how prediction markets aggregate information, where they systematically misprice events, and how their signals interact with traditional financial markets. Published findings on calibration bias, adverse selection patterns, and cross-market divergences.
Multi-Model Intelligence Systems
Research into how different AI architectures (Claude, GPT, Grok) produce different analytical blind spots, and how multi-model dialectic systems outperform any single model. Applied across trading, enterprise intelligence, and real estate analytics.
Regime Detection & Event-Driven Signals
Proprietary regime model analyzing liquidity flows, trend stability, and fragility across macro environments. Event tracking system monitoring 85+ macro events with multi-horizon probability snapshots and automated discovery.
Land & Real Estate Intelligence
Automated highest-and-best-use screening combining FEMA flood data, USDA soil analysis, infrastructure proximity, and parcel attributes into a transparent scoring system. 609,000+ parcels analyzed across Nebraska with plans to expand nationally.
Principles that govern every system we build
Whether it's a trading model, an enterprise intelligence platform, or a land screening tool — the same standards apply.
Walk-forward validation only
No random cross-validation on time series. No cherry-picked results. Every model is tested on data it has never seen, in chronological order. If it doesn't hold out-of-sample, it doesn't ship.
Transparent & explainable
Every score, every signal, every recommendation comes with an explanation of what drove it. Black boxes don't build trust. Our clients can inspect, challenge, and override any output.
Fail fast, learn faster
We track every prediction, every recommendation, every signal. When we're wrong, we document why and adjust. The systems improve because we measure everything and hide nothing.
Peer-reviewed work in progress
Adverse Selection & Information Aggregation in Prediction Markets
Empirical isolation of informed vs. uninformed trading patterns in prediction market microstructure. Independent research program, dual MBA/MS Economics.
Calibration & Behavioral Biases in Event Markets
Documentation of systematic calibration patterns consistent with prospect theory. Walk-forward validated across thousands of resolved market windows.
Cross-Market Price Discovery: PM vs. Derivatives
Lead-lag dynamics between prediction markets and options markets. Information flow measurement and Granger causality across dual-market settings.
Macro Event Impact on Cross-Asset Pricing
Multi-horizon event study methodology tracking how geopolitical and economic events propagate across PM, equities, commodities, and fixed income simultaneously.
Interested in our research?
We collaborate with researchers, institutions, and firms that share our commitment to data-driven decision making.
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