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FinanSee
Institutional · Quantum Sentiment

Quantum Behavioural
Regime Intelligence
built for scrutiny

A (j, q) coordinate per asset on the SUq(2) quantum group, with bootstrap confidence intervals and an explicit applicability flag. Vector, not scalar. Honest scope, not alpha hype.

Apply for the Pilot Program
10
Founding pilot partners (max)
90d
Pilot evaluation window
0
Alpha claims (by design)

Built for institutional buyers, not retail hype

Six structural buyer personas. One math. Each gets a tier that maps cleanly to their decision cycle and budget.

CIO · Family Office
IC wants to know WHY the book is exposed to a regime.
Visual (j, q) cluster map with CI per position.
PM · Hedge Fund (vol/macro)
Sentiment scores crashed 2022–24, no longer reliable gate.
Vector indicator with explicit applicability boundary.
Risk Officer · Multi-strat
Cross-strategy correlation jumps in crisis, regime change unseen.
Cluster-transition alerts with bootstrap CI.
Structured Product · Desk
Hedge rebalance timing is gut-feel; dealer flow only ex-post.
Live τ_dec observable, Bouchaud-anchored.
RIA / EAFI / IFA
Must justify positioning to client every call.
Monthly branded one-pager: regime today, applicable: green.
Allocator · FoF
How to distinguish genuinely different managers vs regime twins?
Cluster overlay on manager returns reveals duplicates.

Six analytical capabilities

Each capability is verifiable from the open code and the forthcoming SSRN / arXiv preprint.

(j, q) Cluster Classification

Each asset receives a coordinate on the SUₚ(2) quantum group with bootstrap CI and a three-cluster classification: Equity-Index, Commodity, or Single-State.

Applicability Flag

Automatic flag when the framework does not apply — sparse-news assets, empirically single-state tickers, or pre-2014 windows where the bimodal regime has not yet emerged. Stated upfront, every measurement.

τ_dec Microstructure

Research observable for dealer-inventory cycles, τᵇ ≈ 106s on the analysed SPY tick dataset. Bouchaud-anchored (β ≈ 0.4), computed from tick autocorrelation and disclosed with the research methodology. It is not a live trading signal.

Bootstrap CI Attribution

Every (j, q) coordinate ships with a 95% bootstrap CI, bimodal detection rate, n-articles, and per-window breakdown. No single-shot estimate is ever shipped as truth.

Research News Ingestion

Polygon and GDELT batch inputs with documented provenance. Used as model inputs for controlled research, never claimed as an alpha signal.

Open Science

SSRN / arXiv preprint covering the SUₚ(2) framework, 16/16 unit tests, and source code plus test suite available for institutional due diligence under NDA. Method published, results reproducible.

Inside the console

Four views, four jobs to be done — plain English everywhere, technical detail behind expanders for the curious.

Today's Briefing
Today's Briefing
60-second executive read of where each tracked asset sits today — plain English, no jargon.
Regime Map
Regime Map
Per-asset behavioural regime with pattern confidence and an explicit applicability flag for special-case names.
Model Track Record
Model Track Record
Honesty page: live validation vs VIX, lead-lag breakdown, and the explicit caveat that today the model peaks at t+0.
System Health
System Health
Data-feed freshness in plain English (Healthy / Delayed) — so a stale upstream is never mistaken for a bad signal.

Pipeline

1

Ingest

Market data, multi-asset news feeds, and tick-level microstructure are batch-ingested for controlled research runs.

2

Encode

q-deformed 6j-symbol projection on SUₚ(2) quantum group recoupling theory.

3

Classify

Bootstrap CI on every (j, q) coordinate; applicability flag per asset; cluster transition detection.

4

Disclose

Per-run (j, q) research digest, cluster-transition review, and microstructure observable. No trade signal.

Limited to 10 institutional partners

90-Day Pilot Program

We are onboarding the first 10 institutional partners (family offices, hedge funds, structured-product desks) for a 90-day evaluation. Commercial pricing is intentionally not published yet — the pilot is the only way in at this stage, and pilot partners help shape what the commercial framework will look like.

What's Included

  • Full access to the live (j, q) console for pilot scope
  • REST API access for approved pilot universe
  • Daily (j, q) digest email (17:00 ET)
  • Bootstrap CI on every measurement
  • Cluster-transition alerts via Slack / email
  • 30-minute onboarding call · weekly feedback calls
  • Downloadable CSV reports
  • 90 calendar days · paid POC pricing (institutional) or free Adviser trial (advisory)

Commercial pricing is intentionally not published yet. Pilot partners receive a detailed scope-of-work and the post-pilot commercial framework during onboarding.

Download Pilot Agreement (PDF)

Request Pilot Access

QQI is a descriptive indicator of the financial spin network's current (j, q) state, NOT a return predictor. Our research falsified return prediction on 9 of 11 task variants tested; we say so openly. The bimodal regime the framework describes emerges around 2014; on pre-2014 windows the framework is structurally inapplicable and the applicability flag says so. Every measurement ships with a bootstrap confidence interval. Not investment advice.