Singularity Arc Capital

Market Data Science

We research and design concentrated, research-driven portfolio frameworks by modeling global macroeconomic regimes and analyzing trade thesis considerations, such as how price discovery unfolds through market and global events.

Macroeconomic Conviction Market-Driving Fundamentals Behavioral Dynamics Post‑Event Dynamics Public Equities Options & Asymmetry

Our Mission

Build the capability to compound capital responsibly by turning high-quality information into decisive action. We aim to be the rare manager that is both deeply fundamental and relentlessly data-native.

What We're Researching

  • Machine learning models integrating macroeconomic signals, market structure, and price dynamics — anchored by regime detection and calibrated to forward time horizons.
  • Public equities, enhanced with options for both risk shaping and asymmetric opportunity.
  • Disciplined use of leverage in risk-managed trades to capture market mispricings with defined time horizons.
  • Event‑aware frameworks that explicitly model earnings cycles, macro regime shifts, and fluid market dynamics such as seasonality.

Our Edge

Cross‑Sectional Discipline

We apply consistent, comparative analysis across assets and regimes, stress-testing exposures against a broad panel of macro and market indicators to identify where risk is mispriced relative to the current environment.

Psychology Awareness

Markets are a mirror of human nature. Our edge is seeing what others look past -the truths within the noise of market data- and acting with clarity.

Leverage & Time Awareness

We aim to exploit asymmetry through disciplined use of leverage and a constant awareness of time horizons. Every position we design will be framed with explicit risk, defined thesis half-lives, and structured exit criteria—turning time itself into a tradable dimension of edge.

Investment Approach

1) Idea Sourcing

  • Rigorous and grounded macroeconomic analysis.
  • Awareness the market must agree for us to be right.
  • Integrated data pipelines for macro indicators, price dynamics, options structure, and sentiment.

2) Modeling & Validation

  • Relentless focus on the fundamentals and dynamics that truly drive markets.
  • Aligned with macroeconomic theses and calibrated to time horizon.
  • Respecting the market in the short run, validating conviction in the long run.

3) Portfolio Construction

  • Sizing from expected return and error bars
  • Concentrated equity positions with targeted hedges, not index-like diversification.

4) Risk & Review

  • Macro, sector, idiosyncratic scenario analysis.
  • Pre/post‑mortems around earnings and global macro events.
  • Disciplined exits upon trade thesis falsification.


Trading Ethos

Macroeconomic Liquidity Regimes

Modern financial markets are ultimately governed by liquidity: where it flows, how quickly it expands or contracts, and which participants are forced to respond when. Most investors underestimate how dominant this dynamic truly is.

Our approach begins with identifying the current macroeconomic regime and modeling how it is likely to evolve — not just at one horizon, but across several. Allocations are probability-weighted across those forward horizons, so position sizing naturally reflects uncertainty and blends as the picture shifts. This lets us express high-conviction macro theses while remaining honest about what we don't yet know.

Trade Thesis One

Post-Event Price Discovery

Markets frequently misprice the time path of price discovery after data release events. We look for information embedded in market behavior before events — in positioning, price action, and options structure — as a leading signal for how that path unfolds. Risk is sized according to modeled certainty, not conviction alone.

Trade Thesis Two

Market Fragility & Systemic Sensitivity

Markets aren't just mispriced — they're sometimes fragile: highly sensitive to catalysts that would barely register in a healthier environment. We focus on measuring that sensitivity. The goal isn't predicting when a catalyst arrives; it's understanding how large a reaction one would produce if it did. High fragility plus a regime shift is the setup we're most interested in.

Contact

Email: info@singularityarc.com

Location: Phoenix, Arizona