Loading
For quants modelling regime and volatility states
Volatility-based regime detection lags. By the time variance spikes, the move has happened.
The narrative shifts days or weeks earlier. NOSIBLE WORLD captures that shift in 95 languages, at event granularity, with tone, severity, momentum, and geography per event.
Variance confirms a regime change. It does not lead one. Sanctions announcements, central-bank pivot signals, and supply-chain shocks hit the open web before they hit implied or realised variance. A price-only filter is lagging by construction.
Peer-reviewed and arXiv papers from the last two years, covering narrative econometrics, topic-model HMMs, news-changepoint detection, and LLM-augmented regime identification. Each method takes an event ledger as input.
Papers 01 to 03 treat narrative as a leading variable. 04 to 06 wire it into the regime filter. 07 and 08 are LLM-augmented detection from 2025 and 2026.
A price-only filter fires after the regime switches.
The August 2024 yen carry unwind, traced day by day across eleven sessions. The narrative regime turns on Jul 29. The volatility regime confirms on Aug 5. A price-only filter treats the window between as a single regime.
The narrative regime is in the alert state for five sessions before realised variance moves enough for a vol-regime filter to fire.
Trace · NOSIBLE WORLD · open-web events · Tokyo session
We index the open web in 95 languages, find every event, date it to the source-publication minute, and stamp each row with tone, severity, momentum, and geography. Thirty years of point-in-time history in a single database.
CDS-spread chatter on Lehman built for months before the bankruptcy filing and the VIX spike.
BoJ-hike narrative built for days before USD/JPY reversed sharply and the VIX printed 65.
Supply-chain language shifted from transitory to persistent months ahead of CPI prints.
Builds that wire into a Markov-switching filter, a score-driven update, or a volatility model.
Drive regime-to-regime transition probability with dated narrative counts by topic. Switches fire earlier and each row identifies the proximate event.
Aggregate severity, momentum, and geographic spread of breaking events into a continuous stress index. An exogenous covariate for a sector GARCH.
Measure dispersion of tone across sources on the same event. Regime shifts when dispersion compresses or widens sharply, ahead of any move in implied or realised variance.
Talk to us about wiring NOSIBLE WORLD into your regime filter.
