Diffusion Geometry Engine
See why markets move,
not just that they moved
Stratifi maps the geometry of market states. Regimes, transitions, and structural risk — surfaced through diffusion distances before they break through price.
2-4 wk
Earlier Detection
Nonlinear
Manifold Structure
Multi-scale
Risk Decomposition
How It Works
From raw data to geometric intelligence
Three stages. No black boxes. Every output traces back to the diffusion geometry of your market universe.
01 — INGEST
Market State Construction
Returns, spreads, volumes, factors, curves. Cleaned, aligned, and standardized into a high-dimensional state matrix representing your market universe.
02 — COMPUTE
Diffusion Geometry Engine
Similarity graphs, diffusion maps via leading eigenvectors, diffusion distances between any two market states. The manifold emerges.
03 — OUTPUT
Regimes, Risk & Narratives
Cluster labels, transition probabilities, structural risk scores, and operational narratives. Geometry translated into decisions your desk can act on.
Use Cases
What you can do with geometric market intelligence
From daily risk monitoring to governance-ready reporting. Each use case is powered by the same diffusion geometry foundation.
Regime Detection & Monitoring
Continuously track which regime the market is in — and how close it is to transitioning. Diffusion geometry detects regime shifts 2-4 weeks before traditional models, because it reads structure, not just statistics.
Daily Intelligence
Scenario Similarity Search
"Today looks like…" — find the historical periods most geometrically similar to current market conditions. Not correlation. Not pattern matching. Diffusion distance in the state manifold.
On-Demand Analysis
Structural Risk & Crowding
Identify crowded trades, fragile market configurations, and shallow risk basins before they unwind. The geometry reveals how much structural support a regime actually has — and where it's thinning.
Risk Management
Narrative Generation
Turn geometric outputs into governance-ready language for risk committees, investment memos, and CIO briefings. Stratifi generates the "why" narrative automatically — grounded in the math, written for the boardroom.
Governance & Reporting
Why Stratifi
A fundamentally different foundation
Most tools detect regime changes after they happen. Stratifi reads the geometry that causes them.
Traditional Regime Detection
Time-series first (HMM, GMM, k-means)
Euclidean distance (noise-sensitive)
Detects what changed
Linear regime boundaries
Numbers without narrative
Post-hoc regime labeling
Stratifi Diffusion Geometry
Geometry first (diffusion maps)
Diffusion distance (noise-robust)
Explains why it changed
Nonlinear manifold structure
Geometry-to-decisions pipeline
2-4 week early detection
Built For
Designed for people who move capital
Stratifi speaks the language of institutional risk. No dashboards for dashboards' sake.
Quant Teams
Embed diffusion geometry into existing pipelines. API-first, returns embeddings and distance matrices.
Risk Desks
Real-time structural risk monitoring. Crowding, fragility, and basin analysis for portfolio oversight.
Investment Leads
Regime context for allocation decisions. Know where you are in the market's geometry before you act.
Capital Allocators
Due diligence on market conditions. Understand the structural environment before committing capital.
Get Started
The market has a shape.
See it first.
See it first.
Request access to Stratifi. We'll schedule a walkthrough of the diffusion geometry engine with your team.
We'll be in touch within 24 hours to schedule your walkthrough.
For institutional teams. No credit card required.