ⅠTHE PULSEWhat is Egypt's financial market doing right now?
HERDING INTENSITY · CSAD
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Christie-Huang CSAD below expected
SIGNAL DISTRIBUTION · TODAY
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MARKET NARRATIVE · ATUM COUNCIL
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ACTIVE ANOMALIES
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ⅡTHE ALPHAWhere is genuine, factor-neutralized edge today?
CRITICAL FINDING · MICROSTRUCTURE
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FACTOR α SCORES r_it = Σβ_ik·f_kt + ε_it
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SIGNAL DECAY · IC(t) = IC₀e^{−λt} 11 FACTORS
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MICROSTRUCTURE REGIME
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TOP α TICKERS · FACTOR-NEUTRALIZED specific_returns
| TICKER | α SCORE | ε RETURN | ε RISK | IR | RAW | FACTOR | SECTOR |
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ⅢTHE EVENTSWhat macro events are live, and what do I trade across 4 asset classes?
SCORING EVENTS...
ALL SIGNALS · EGX + FX + METALS + OIL
| ASSET | CLASS | EVENT | DIR | CONF | E[Δ] | SIZE% | SL% | TP% | DATE |
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PROP FIRM CONSTRAINTS · FTMO / THE5%ERS
ⅣTHE REGIMEWhat macro environment is Egypt in, and what does history say?
CURRENT REGIME · HMM 3-STATE
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KEY INDICATORS · EGYPT + GLOBAL
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REGIME-CONDITIONAL SIGNAL ROUTING
| REGIME | TECH × | FUND × | TS × | NOTES |
|---|
| DEVAL_SHOCK | ×1.30 | ×0.70 | ×1.00 | oscillators dom |
| RATE_SHOCK | ×1.00 | ×1.20 | ×0.80 | fundamentals lead |
| STABILIZATION | ×1.00 | ×1.00 | ×1.00 | balanced |
| EXPANSION | ×0.80 | ×1.00 | ×1.30 | momentum valid |
STRUCTURAL BREAKS · REGIME ALERTS
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ⅥTHE PHYSICSWhat does the mathematical structure of EGX returns tell us?
ECONOPHYSICS · MARKET-WIDE
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HURST EXPONENT DISTRIBUTION
H = log(R/S) / log(n) · DFA method
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SHANNON ENTROPY H = −Σpᵢlog₂pᵢ
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EVT TAIL · F(x) = 1−(1+ξx/σ)^{−1/ξ}
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HURST × LIQUIDITY MAP click → deep dive
ECONOPHYSICS TABLE · TOP 20 MFDFA · Kantelhardt 2002
| TICKER | H (DFA) | REGIME | H_norm | ENT | ξ (EVT) | TAIL | Δα (MF) | ApEn | EP SCORE | SIGNAL |
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ⅦTHE RISKWhat is the portfolio exposed to, and is the system protected?
EXPECTED SHARPE
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regime-adjusted
E[R] ANNUALIZED
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Ledoit-Wolf MVO
PORTFOLIO WEIGHTS
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FACTOR EXPOSURES · β
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ANOMALY POSITION LIMITS
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STRESS SCENARIOS
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STAT ARB PAIRS · ACTIVE
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ⅧTHE RESEARCHWhat has the machine discovered autonomously, without human bias?
HYPOTHESIS QUEUE · ACTIVE
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DEAD HYPOTHESES · REJECTED
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PATTERN LIBRARY · GP DISCOVERIES
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DAILY RESEARCH REPORT · ATUM COUNCIL (OPUS)
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ⅨTHE EXECUTIONPaper trades, attribution, and the road to live trading.
PAPER TRADES CLOSED
0
need 20 to activate live
LIVE READY
NO
20 paper trades required
PAPER TRADE LOG
| ID | SOURCE | ASSET | DIR | CONF | E[Δ]% | SIZE% | ENTRY | STATUS | RETURN | NOTES |
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| LOADING... |