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Kareg provides daily regime intelligence for financial markets. We classify the macro environment as Green (normal), Amber (elevated risk), or Red (high risk) using a deterministic, rules-based model. Each label ships with driver attribution, confidence scores, and point-in-time replay — meaning you can recreate any past state exactly as it was knowable at the time.
Unlike a VIX reading or a set of traffic-light indicators, Kareg synthesises multiple macro and market drivers into a single auditable label. Every output includes driver attribution (why it changed), counterfactuals (what would flip the label), and full lineage manifests. There's no black-box ML — the model is deterministic and fully reproducible.
We ingest daily data across rates, credit, equity volatility, inflation proxies, and liquidity metrics. Sources include government bond yields, swap curves, CDS spreads, equity implied volatility, inflation breakevens, and interbank lending rates. Every data point carries full lineage from source to label.
Kareg delivers via a thin REST API. You receive a structured JSON payload with the current regime label, risk score, driver breakdown, distances to thresholds, and counterfactual analysis. Most teams integrate within a few hours — either pulling into a research dashboard, feeding into a risk management overlay, or embedding into client reporting.
Kareg is built for RIAs, family offices, fintech research teams, and anyone who needs to defend macro views with auditable evidence. If you explain market positioning to clients, set risk overlays, or need a systematic macro layer for a quant stack — Kareg is designed for you.
Share what's under the surface — your workflow, constraints, and reporting needs — and we'll help you build a clearer, auditable macro layer.
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