Egypt's financial market, quantified.

18-layer quantitative research OS. 273 EGX securities. 11 years of price history. Event-driven macro signals across EGX, FX, metals, and oil.

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Autonomous Discovery
Research Findings

Ramadan Week 4 Effect

+4.209%
avg 10-day return
273 securities
485,561 observations
Autonomous GP discovery

CBE Rate Cut Signal

90.9%
historical hit rate
+4.5% avg 20d return
11 events · 2019–2026
Walk-forward validated

Devaluation Shock

−8.79%
avg OOS return
All signals rejected
66.5% of trading days
System correctly adapted
System Design
18-Layer Pipeline
L1HMM REGIME CLASSIFIER3-state Hidden Markov Model
L2GJR-GARCH VOLATILITYAsymmetric vol + Kalman pairs
L3ARIMA FORECASTRegime-conditional time series
L4TECHNICAL SIGNALS7-indicator confluence scoring
L5FUNDAMENTAL SCORESBarra-style factor + Piotroski
L6ALTERNATIVE DATAGDELT + Google Trends + Suez
L7SENTIMENT ENGINEPsychometric + fear/greed
L8AUTOENCODER ANOMALYMLP 5→3→2→3→5 reconstruction
L9PORTFOLIO OPTIMIZERMVO + Risk Parity + Kelly blend
L10RISK ENGINECornish-Fisher VaR + stress
L11SYNTHESIS (ANUBIS)XGBoost meta-learner + decay
L12PRICE STRUCTURESupport/resistance + Fibonacci
L13EVENT CALENDARCBE + Ramadan + IMF scheduling
L14SIGNAL CONSTRUCTOREV filter + half-Kelly sizing
L15ECONOPHYSICSHurst + entropy + EVT + MFDFA
L16BEHAVIOURAL FINANCEDisposition + herding + PT Kelly
L17FACTOR RISK MODELBarra 5-factor alpha extraction
L18COUNCIL VETO7 LLM analysts · ≥4 bearish = downgrade
Scale
The Data
636K+
Price Records
155
Database Tables
273
EGX Tickers
11
Years · 2015–2026
4
Asset Classes
Subscription
Pricing

FULL ACCESS

750 EGP
per month
All 10 terminal chapters
273 EGX tickers · full signals
Event-driven multi-asset signals
Factor risk model · pure alpha
Econophysics · Hurst · entropy · EVT
Behavioural finance signals
Autonomous research reports
Paper trading system
Deep dive · all 18 layers per ticker
Invite only — limited seats
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