Institutional · Quantum Sentiment

Regime intelligence,
built for scrutiny.

QQI 2.0 maps each financial asset to a (j, q) coordinate of the SUq(2) quantum group — in real time, with bootstrap confidence intervals and an explicit flag for when the framework does not apply. A vector instead of a sentiment scalar. Honest scope instead of alpha hype.

SUq(2)quantum group anchor
<1%q-6j match to observed ratios
3asset-class clusters identified
mid-2010+validated · 31/34 windows ≥ 0.7 detection

The problem we solve

Every existing market-sentiment indicator collapses multi-dimensional market structure into a single scalar — and quietly fails when you most need it.

Today's tooling

Sentiment scores you can't audit

RavenPack, MarketPsych, Bloomberg sentiment: one number, no uncertainty, opaque scope, trained on regimes that no longer hold. Desks gate strategies on indicators that crashed in 2022, 2023, 2024 without explaining why.

What QQI 2.0 delivers

A vector with an honest boundary

A live (j, q) coordinate per asset, three-cluster classification with bootstrap CIs, and an automatic applicability flag when the framework breaks: pre-mid-2010 acute-GFC windows, empirically single-state tickers, sparse-news assets. No alpha hype.

Who we built it for

QQI 2.0 is the institutional product line of the FinanSee behavioral-finance engine. Four audiences, one math.

Hedge funds €100M–€2B
Pain: Strategy gating across regimes; multi-strat allocators flying blind on macro state.
Delivers: Three-cluster classification with regime-transition alerts; programmatic API for systematic overlays.
Family offices & RIAs
Pain: "Why is the book exposed to regime X?" — no explainable answer for the IC or the client.
Delivers: Per-asset (j, q) attribution with bootstrap CIs and plain-language disclaimer.
Structured-product desks
Pain: Hedge-rebalance timing is gut-feel; dealer-inventory cycle invisible to standard tooling.
Delivers: Live τdec microstructure observable (~100s dealer inventory cycle, Bouchaud-anchored).
Media, brokers, academia
Pain: Need a credible, citable narrative differentiator that doesn't collapse under scrutiny.
Delivers: Free public QQI for embeds + RSS; arXiv/SSRN preprint with full proofs & open code.

Why we're unique in the market

Six structural differences. Each is verifiable from the open code and preprint.

① Vector, not scalar

Competitors output one sentiment number. QQI ships a (j, q) coordinate plus cluster plus 95% bootstrap CI plus applicability flag on every measurement.

② Math, not metaphor

SUq(2) recoupling theory predicts scale ratios that match empirical data within 1%. The same algebra underlying topological quantum computing — not analogy.

③ Falsifiable scope

Our research falsified return prediction on 9 of 11 task variants. We say so openly. Framework does not apply to pre-mid-2010 acute-GFC windows, empirically single-state tickers, or sparse-news assets. Stated upfront.

④ Bootstrap CIs everywhere

No single-shot estimates ever shipped as truth. Every (j, q) value carries a 95% confidence interval. Every cluster comes with a bimodality detection rate.

⑤ Microstructure honest

τdec ≈ 100s is the dealer inventory cycle, anchored to Bouchaud's propagator model — not a marketing observable invented to sound sophisticated.

⑥ Open science

arXiv preprint, 16/16 unit tests, public code. Auditable in a way no proprietary "sentiment AI" has ever matched. Built to be falsified, not to impress.

The empirical findings behind QQI

Six results, all reproducible from the public code and preprint (forthcoming arXiv q-fin.ST).

① Bimodal scale structure

Daily forward-stress mutual information peaks at h ≈ 2d and h ≈ 30d across three independent observational scales (time-domain MI, intraday LLM sentiment, partition function Var(n)).

② SUq(2) quantitative match

All three empirical scale ratios match within 1% via q-6j-symbols with scale-running deformation q(intraday)≈1.01, q(daily)≈1.31, q(T-QUBO)≈0.86.

③ Discrete RG ladder q(j)

Three empirical (j, q) points fit exactly the quadratic q(j) = -0.04 + 2.85j - 1.50j², whose two fixed points (j=0.49, 1.41) and extremum (j=0.95) coincide with our empirical anchors within 7%.

④ Three robust clusters

Cross-asset bootstrap on 11 baskets identifies Equity-Index (j=1, q≈1.4), Commodity (j=1/2, q≈2.0), and Single-State (framework not applicable).

⑤ Bimodal decoherence in tick data

SPY tick autocorrelation reveals τA < 1 ms (microstructure), τB ≈ 106s (dealer inventory cycle), τM ≈ 15 min (information assimilation). Literature-anchored to Bouchaud's propagator model.

⑥ Post-mid-2010 stabilisation

Bimodal regime emerged with post-GFC volatility stabilisation: 31 of 34 rolling 2-year windows post-mid-2010 show detection rate ≥ 0.7. Falsifiable boundary: framework does not apply to pre-2010-Q3 acute-GFC windows. Our prior "2014 break" claim was refuted by Bai-Perron + Chow + CUSUM (Track A, preprint D1).

The cross-asset (j, q) cluster map

Interactive — hover for confidence intervals. From cross-asset v3, 11 baskets, bootstrap 30×.

★ Equity-Index cluster centered at (j=1, q≈1.4): SPY (1.31), QQQ (1.45±0.17), BTCext (1.42±0.20) — first quantitative universality result.
Commodity cluster at (j=1/2, q≈2.0-2.6): GLD, USO, XLE share fundamental representation with elevated deformation.
Single-state (framework not applicable): TLT, SLV (sparse-news), NVDA, TSLA (empirically single-state). The underlying mechanism is an active research question — our prior semantic-topic-concentration hypothesis was refuted (Track A, FinBERT test, ρ=−0.12, p=0.77).

Inside the console

Four views, four jobs to be done — plain English everywhere, technical detail behind expanders for the curious.

Today's Briefing — executive read of where each tracked asset sits today
Today's Briefing 60-second executive read — Equity-style vs Commodity-style vs Special-case headcount, plus the day's notable regime transitions.
Regime Map — per-asset behavioural regime today with bootstrap confidence intervals
Regime Map Per-asset regime, pattern confidence, regime intensity, and an explicit applicability flag for special-case names.
Live validation and track record vs VIX with lead-lag analysis
Model Track Record The honesty page: live validation vs VIX, lead-lag table, and the explicit caveat that the model peaks at t+0 (concurrent, not leading).
System Health — data-feed freshness in plain English
System Health Data-feed freshness in plain English (Healthy / Delayed) — so a stale upstream feed is never mistaken for a bad signal.

Console access is granted to Founding Pilot partners after onboarding. Pilot scope agreed upfront — see the section below.

The Founding Pilot Program

QQI 2.0 is in evaluation. We are onboarding the first 10 institutional partners to test the product in production conditions before publishing commercial pricing.

What you get

90-day evaluation, full access

  • Live (j, q) regime console for your asset universe
  • REST API access on the pilot scope
  • Daily (j, q) digest email · cluster-transition alerts
  • Direct line to the research team — weekly feedback call
  • Co-shape the post-pilot commercial framework
Why no public pricing

Honest scope, honest stage

  • The product is past research and into early-pilot. We do not yet have enough institutional usage data to publish definitive pricing.
  • Pilot partners receive a detailed scope-of-work during onboarding and help define what fair pricing looks like for each segment.
  • This is the same honesty principle that runs through the rest of the product (see the FAQ below).
The FinanSee product family: B2C App Behavioral coach for retail B2B Platform MiFID II suitability for SCF/EAFI/IFA Quantum Sentiment QQI 2.0 — you are here

Honest FAQ

Does QQI predict price moves?

No. QQI is a descriptive indicator of the current (j, q) state of the financial spin network. We make no return-prediction claim. Our research falsified that hypothesis on 9 of 11 task variants we tested; we say so openly.

Why is it called "quantum"?

The framework is built on the SUq(2) quantum group — the same algebraic structure underlying topological quantum computing and loop quantum gravity. Our 6j-symbol predictions match empirical scale ratios within 1%. This is not analogy or marketing — it's the actual mathematics.

Where does the framework NOT apply?

Three documented limits:

All three are flagged automatically in the dashboard.

What's the difference vs sentiment indicators like RavenPack?

Existing sentiment indicators are scalar (one number) and typically claim alpha. QQI is vector: a (j, q) coordinate with confidence intervals, a cluster classification, and an applicability flag — and it does not claim alpha. It tells you what regime the market is in, not where it's going.

Can I verify your claims?

Yes. The full research record is open:

Limited 90-day Pilot — first 10 institutional partners

QQI 2.0 is in evaluation. We're onboarding 10 founding pilot partners (family offices, hedge funds, structured-product desks) for a 90-day, scope-defined evaluation before publishing commercial pricing.

90-day evaluation · pilot scope agreed upfront · we reply within 24h. Commercial pricing intentionally not published yet — pilot partners help shape it.