Quantitative & Macro Publications
Peer-reviewed institutional research, volatility modeling papers, and macro intelligence reports produced by our quantitative analysts.
Gold Macro Outlook: Central Bank Accumulation and Real Rates
An in-depth quantitative study exploring how sovereign reserve de-dollarization and non-aligned bilateral gold settlements create a durable structural floor at $2,600/oz.
Bitcoin Halving Dynamics & Post-Cycle Institutional Inflows
Analyzing ETF liquidity absorption curves, miner difficulty ribbons, and the historical 180-day post-halving expansion phases across institutional market cycles.
Ethereum Staking Economics, L2 Scaling & Gas Tokenomics
Measuring the systemic economic impact of proto-danksharding (EIP-4844) on Layer-2 rollup settlement security, validator revenue yields, and ETH deflationary burn.
Multi-Timeframe ATR Sizing: Eliminating Drawdown Clusters
Mathematical proof of volatility-adaptive stops vs. static percentage stops. How dynamic 1.5x ATR stops preserve risk-adjusted Sharpe ratios in choppy regimes.
Global Macro Liquidity Transmission & US Dollar Divergence
Analyzing cross-border liquidity indicators, Federal Reserve repo operations, and the implications for emerging market capital outflows and gold parity.