Turn Events Into Alpha.
See how macro, policy, geopolitical, and company events affect specific assets. Find trades, hedge risk, and reposition before the full impact is priced in.
Surface second-order opportunity, hidden portfolio exposure and the conditions that could change the conclusion. Then put that analysis to work: trade and manage your portfolio for higher returns.
Why use Market Ontology
- Decision impact
Turn events into portfolio-specific implications.
- Risk reduction
Surface second-order effects, thesis risks, and hidden exposure.
- Speed
Catch catalysts and policy developments earlier.
- Productivity
Automate briefs, monitoring, models, and recurring research.
- Consolidation
Replace fragmented news, spreadsheets, dashboards, and manual synthesis.
The opportunity cost of not using Market Ontology
- 00A missed or delayed catalyst
A policy statement, geopolitical development, or company event is recognized only after repricing begins.
- 01A missed second-order effect
The team sees the headline but fails to identify its impact on related assets, spreads, commodities, currencies, or portfolio factors.
- 02An unmonitored thesis
Positions remain open after underlying assumptions or invalidation conditions change.
- 03A fragmented research process
Analysts repeatedly gather and reconcile information from news, data platforms, spreadsheets, and models.
- 04An incomplete portfolio view
Each asset is reviewed separately, obscuring correlated or cross-asset risks.
- 05A missed financing or transaction window
Capital-markets teams respond too slowly to changing rates, policy, valuation, or deal conditions.
- 06Institutional knowledge loss
Research logic remains in individual spreadsheets and messages rather than shared, repeatable workflows.
One ontology for the entire market surface.
- Geopolitical risk
Conflict, sanctions, trade routes, treaties, and policy shocks mapped into exposed assets.
- Macro regimes
Rates, labor, inflation, liquidity, credit, and growth tied to regime shifts and risk premia.
- Policy transmission
Central banks, fiscal policy, regulation, and legislation traced through sectors.
- Portfolio shock audits
Existing positions scanned against a new event to surface blast-radius exposure.
- Options intelligence
Catalysts, volatility, skew, and second-order effects rendered as actionable structures.
Watch the analyst work.
Adjacent tools stop at information. This is where causality begins.
| Market Ontology | Terminals | Sell-side research | News aggregators | Standalone Agentic AI Assistants | |
|---|---|---|---|---|---|
| Coverage latency | Continuous | Continuous | Days–weeks | Instant | Variable |
| Decision-level output | Native | None | Narrative | None | Inconsistent |
| Portfolio-aware | Yes | Partial | No | No | No |
| Team memory | Persistent | None | External | None | None |
| Causal decomposition | Structural | None | Editorial | None | Prose only |
Processes for your most important financial decisions
Profitable opportunities given your coverage universe and current market conditions.
Open any ticker and see active bullish/bearish drivers, stock story, affected line items, and recent event pressure.
Track IPOs, follow-ons, M&A, tenders, refinancings, maturities, sponsors, windows, and valuation impacts.
Map bills, sanctions, agency actions, war risk, chokepoints, and regulation into affected sectors and tickers.
Find tickers where recent events touch revenue, margin, WACC, capex, share count, terminal multiple, interest expense, or net debt.
Macro regimes, geopolitical risk, policy transmission, options intelligence, and cross-asset monitoring, integrated into a single analytical surface.