Attention networks and the forecasting of digital-asset volatility
Why sequence models outperform classical GARCH on crypto volatility, and where they still fail badly.
Research
Notes from the desk
What our data scientists and market analysts are reading, testing and arguing about. Published when there is something worth saying, not on a schedule.
Canadian securities regulation and the digital-asset perimeter
How the CSA staff notices and provincial rules shape what a Canadian investor can actually access.
Feature drift: when a model quietly stops working
Detecting the slow decay of predictive signal, and why calendar-based refitting is not enough.
Bitcoin after the halving: three scenarios for the second half
Supply mechanics, holder behaviour and what the derivatives curve is pricing in.
Automation against human judgement in a falling market
A study of decision quality under drawdown, and where a rules engine beats an experienced trader.
Layer-2 settlement and the institutional adoption curve
Throughput, finality and custody: the three questions institutions ask before they commit.
Position sizing with reinforcement learning
Treating allocation as a control problem, and the reward functions that stop it going wrong.
Stablecoins, the Canadian dollar and cross-border settlement
What a CAD-referenced stablecoin would need to be useful, and what stands in the way.
Unsupervised detection of price manipulation
Clustering order-book anomalies to flag wash trading and spoofing without a labelled dataset.
Assessing protocol risk in decentralized finance
A framework for scoring smart-contract, oracle and governance exposure before allocating to it.
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