MeanyDeany · Research systems
The program connects an earlier diagnostic study, an academic financial-econometrics foundation, and a current public evidence infrastructure.
Program sequence
Each system retains its provenance, research question, methods, and bounded contribution.
01
Research infrastructure
Flagship research infrastructureHow can statistical volatility forecasts become reviewable evidence while remaining strictly separated from strategy permission and trading execution?
Contribution
A deterministic pipeline joining volatility forecasts, forward outcomes, append-only evidence, provenance, and operational integrity checks without crossing into execution.
02
Financial econometrics
Academic foundationCan volatility-regime filtering improve the discipline of an intraday NQ and ES futures framework without treating EGARCH as a direction predictor?
Contribution
An academic comparison of an EGARCH-conditioned framework with otherwise identical intraday logic, treating volatility regime as a risk and admissibility layer.
03
Crypto-asset diagnostics
Earlier time-series researchHow can GSADF testing identify statistically explosive Bitcoin price episodes while keeping diagnostic evidence separate from market recommendations?
Contribution
A compact time-series study applying right-tailed explosive-root diagnostics to identify and interpret periods of explosive Bitcoin price behavior.
Common standard