See structural risk your VaR may be missing.
Econosysmographe adds an independent geometric measurement layer to your existing risk architecture — revealing concentration, contagion and regime change before they appear in aggregate volatility.
Public market data only · Deterministic computation · Reproducible methodology · No portfolio data required
Aggregate risk numbers can look calm while structure shifts underneath.
VaR, volatility and correlation matrices compress the market into scalars. They tell you how much risk you carry — not where structural stress is concentrating, or how it is starting to propagate. Econosysmographe measures the market as a geometric structure, so risk teams can see what the aggregates smooth over.
Built for multi-asset investment and risk teams at asset managers and institutional family offices.
| Traditional view | Geometric layer |
|---|---|
| A scalar risk number aggregates dispersion across the portfolio. | Shows which subsystem or cluster carries structural stress. |
| Correlation often reacts after repricing has begun. | Tracks changing market structure before it surfaces in aggregate volatility. |
| Outputs require interpretation across disconnected tools. | Produces a daily structural reading, documented in a weekly written analysis. |
How it works
1. Map
The selected universe is transformed into a geometric market structure, computed deterministically from public data.
2. Measure
Dispersion, curvature, the Topological Survival Score (TSS), epicentres and regime labels are calculated across the structure.
3. Review
Your team consults a daily (D-1) reading on the dashboard, alongside existing risk tools — with a weekly written analysis of the market’s structure. A measurement layer, not a trading signal.
One reading, documented end to end.
Every reading is documented with its sources, dates, thresholds — and an explicit list of its limits. We publish this discipline every week, in public, in The Three Manifolds, our weekly written analysis of market structure, on record since April 2026. Read the archive, check the dates, and form your own view.
How we define proof — and its limits →
What this does
Measures structural change in market geometry from public data. Complements VaR and volatility models. Produces an auditable daily reading, documented in a weekly written analysis.
What this does not do
Predict prices or time markets. Generate buy or sell recommendations. Replace your existing risk models or your judgement.
See the platform on this week’s market reading.
In a 30-minute discovery session, we demonstrate the platform on current market data and identify where structural risk hurts in your process. You decide the next step — no portfolio upload, no data transfer, no preparation required.