Make market context easy to use.
Most teams can access the data. The hard part is turning it into a consistent, explainable view of conditions that holds up in research, portfolio decisions, and client communication.
Kareg provides that layer through a simple API and dashboard: a daily regime signal, the key drivers behind it, and replayable history you can audit.
Who it's for
Investment and advisory teams
Explain changing conditions clearly, support decisions with evidence, and keep risk messaging consistent across portfolio reviews and client updates.
Research, quant, and product teams
Embed a reliable market context layer inside dashboards, models, workflows, and client-facing products — with transparent drivers and a clean historical record for testing and review.
Investors and strategic partners
Kareg is infrastructure for explainable market context. It can support research tools, portfolio reporting, risk communication, and fintech product experiences — without tying you to a single dashboard or methodology you cannot justify.
What you get
Clear regime labels
A single label for the current environment, updated daily.
Why it changed
Top drivers and changes over time, not a black box.
Point-in-time replay
Recreate past states exactly as knowable then.
Counterfactuals
See what would need to change to flip regimes.
How it works
Pull macro + market data
Automated daily ingestion from rates, credit, equity, and inflation sources with full lineage.
Assign regime + confidence
A deterministic model classifies the environment as Green, Amber, or Red with a calibrated risk score.
Drivers, replay, API output
Top contributors, counterfactuals, and point-in-time replay served through a thin REST API.
Built to audit, not to impress.
Every snapshot ships with data freshness and a reproducible evidence bundle. No silent lookahead.
- ✓Lineage manifests for every ingest, transform, and label run
- ✓Driver attribution — top contributors per label
- ✓Counterfactual analysis — what would flip this regime?
- ✓Crisis windows as canonical benchmarks (2008, 2020, 2022)
Driver attribution table · US regime, Jun 2022
Built for: RIAs, family offices, and fintech research teams.
Want to know more? Let's talk.
Whether you're integrating regime signals into a research stack or building auditable macro context into client reporting, we'll help you evaluate fit and implementation.