01
Embedding geometry
Coherence, drift, and fragmentation measured in rolling windows — the shape of narrative state, not keyword counts.
Institutional narrative infrastructure
Measuring what markets say — with temporal integrity.
We build research-grade systems for narrative dynamics in embedding space: observatory monitoring, analog memory, and restrained validation against forward stress — not sentiment scores or trading signals.
● Systems nominal · observatory ingest active
Principles
Observatory, not dashboard.
02
Temporal integrity
Look-ahead protection at ingest and scoring. Historical replay uses true filing dates and frozen corpora.
03
Observatory memory
Longitudinal findings, analog chains, and study replay — a persistent record of narrative regimes.
04
Restrained validation
Forward stress alignment as descriptive evidence. No buy/sell language, no price forecasts.
Flagship system
Narrative Volatility Engine
System
NVE — research terminal for narrative instability, semantic drift, topic fragmentation, and regime archetypes in financial text corpora.
Interface
Arrow-key filesystem browser with annotated backtest replay, metrics v2 glossary, and observatory context.
Corpus
SEC filings, news, macro context, transcripts — chunked, embedded, and windowed with temporal gates.
Access
Enter observatory · Systems index
Narrative Volatility Engine
Live observatory monitoring and SEC-backed historical replay — browse annotated backtests, metrics glossary, and operational context in a full-height terminal navigator.
Enter observatoryValidation
Recent study archive
Curated observatory studies with forward stress alignment — descriptive evidence, not predictions.
| Study | Entity | Period | |
|---|---|---|---|
| meta_collapse_2022 | META_GROWTH_COLLAPSE | Jan–Apr 2022 | View in NVE |
| oil_neg_pricing_2020 | OIL_NEG_PRICING | Feb–May 2020 | View in NVE |
| jpy_carry_unwind_2024 | JPY_CARRY_UNWIND | May–Jun 2024 | View in NVE |