Who it serves
Econosysmographe is built for teams that already run a disciplined risk process — and want an independent reading of market structure alongside it. Two situations where the layer earns its place:
Multi-asset managers
The situation
Your risk stack answers “how much” well: VaR, tracking error, factor exposures, stress tests. The harder question in committee is “where is it building” — which cluster of the market is quietly concentrating stress while headline volatility stays unremarkable. Correlation matrices tend to confirm the shift after repricing has started.
What the layer adds
A daily structural reading of the universes you care about — sectors, regions, cross-asset — with a regime label your committee can track over time, and a contagion map that names the epicentre instead of averaging it away.
Who uses it
Heads of Risk and risk analysts consult the daily reading; CIOs and portfolio managers see the weekly analysis in committee. Model validation can re-run any reading — the computation is deterministic and the methodology published.
A good fit if
- You run multi-asset or multi-sector portfolios with a formal risk committee.
- Vendor scrutiny matters: you need methods your validation team can audit.
- You want a second opinion on structure — not another signal to trade.
Institutional family offices
The situation
A small investment team oversees mandates spread across external managers, asset classes and geographies. The aggregated risk reports arrive manager by manager, each in its own format — and the question the principals actually ask is simpler and harder: “is the market itself becoming fragile, and where?”
What the layer adds
One independent, manager-agnostic reading of market structure — daily on the dashboard, digested weekly in writing. It requires nothing from your managers: no data requests, no position reporting, no integration. Public data in, documented reading out.
Who uses it
The CIO or investment director consults the reading directly; the weekly analysis feeds the investment committee and conversations with principals — a shared, neutral reference point when discussing de-risking with external managers.
A good fit if
- An institutionalised team runs a formal investment process across mandates.
- You want market-level vigilance that no single external manager provides.
- Discretion matters: nothing about your holdings ever leaves the office.
How an engagement unfolds
- Discovery session (30 min, free) — a demonstration on current market data, and a discussion of where structural risk hurts in your process. You decide the next step.
- Tailored showcase — when the pain points warrant it, we prepare a reading for your universe: about a week of work on our side, so we reserve it for confirmed fits.
- Scoped audit (6–8 weeks) — a defined universe, written success criteria agreed in advance, and a documented verdict. The audit fee is credited against a first-year subscription.
- Subscription — daily platform access and the weekly written analysis, on the universes agreed together.
Start with the 30 minutes.
A demonstration on this week’s market, a conversation about your process, and a clear decision — no portfolio upload, no data transfer, no preparation required.