See how diversified your portfolio really is.
Econosysmographe adds an independent measurement layer to your existing risk architecture ‚Äî how many effective directions your book really holds, where its risk sits relative to its capital, and how the market’s dependence structure is moving.
Public market data · Deterministic computation · Reproducible methodology · Portfolio weights as shares, never amounts
Aggregate risk numbers can look calm while structure shifts underneath.
VaR, volatility and a correlation table compress the market into a few numbers. They tell you how much risk you carry — not how many independent bets your book really holds, or where its risk is concentrating. Econosysmographe measures the dependence structure itself, so risk teams can see what the aggregates smooth over.
Built for multi-asset investment and risk teams at asset managers and institutional family offices.
| Traditional view | Structural layer |
|---|---|
| A scalar risk number aggregates dispersion across the portfolio. | Shows which positions and clusters carry the risk, relative to the capital they use. |
| A correlation table is read pair by pair, rarely as a whole. | Reads the whole structure — effective directions, concentration, redundancy — and how it moves against its own history. |
| Outputs require interpretation across disconnected tools. | Produces a daily structural reading, documented in a weekly written analysis. |
How it works
1. Map
The selected universe or portfolio becomes a daily sequence of correlation states on SPD(n), computed deterministically from public data.
2. Measure
Effective directions, concentration, redundancy, the diversification score (TSS), risk contributions and the admissibility of stress scenarios are calculated across the structure.
3. Review
Your team consults a daily (D-1) reading on the dashboard, alongside existing risk tools ‚Äî with a weekly written analysis of the market’s structure. A measurement layer, not a trading signal.
From theory to a fund
See it applied.
The method, then the method at work on a fund.
Portfolio methodology
0.30 vs 1.10
Two correlation moves of the same size, +0.20. A flat ruler reads 0.28 both times. A logarithmic ruler reads 0.30 far from stress, and 1.10 close to it.
Your Portfolio Lives in a Space You Never See
Same weights, same securities — and yet not the same portfolio. How the journey from one market state to another is measured, in seven minutes.
Portfolio case study
54 ‚Üí 36 ‚Üí 13
Positions held, positions by weight, effective market directions: the consolidated book of a ten-mandate demonstration fund, readings to 14 September 2026.
Socrate II — Fund Market-State Review
A complete five-page review: where the risk sits, which way the structure is moving, and whether four stress scenarios still describe a possible market.
One reading, documented end to end.
Every reading is documented with its sources, dates, thresholds — and an explicit list of its limits. We publish this discipline every week, in public, in The Three Manifolds, our weekly written analysis of market structure, on record since April 2026. Read the archive, check the dates, and form your own view.
How we define proof — and its limits →
What this does
Measures the dependence structure of a market or a portfolio, and how it changes, from public data. Complements VaR and volatility models. Produces an auditable daily reading, documented in a weekly written analysis.
What this does not do
Predict prices, crises or market timing. Generate buy or sell recommendations. Replace your existing risk models or your judgement.
See the platform on this week’s market reading.
In a 30-minute discovery session, we demonstrate the platform on current market data and look at how diversification is measured in your process. You decide the next step — no portfolio upload, no data transfer, no preparation required.