Quantitative modelling · Data engineering · Extreme value theory · Causal inference
“Bottomless wonders spring from simple rules, which are repeated without end.”
We build quantitative models and data systems for enterprise clients across financial services, staffing, and public research.
- Rooted in fractal theory and extreme value theory — the mathematics of self-similarity across scales, heavy tails, and the rare events that disproportionately drive outcomes in complex systems.
- Most quantitative tooling is built for the convenient case: stationarity, finite variance, and independent shocks.
- The models we build take the inconvenient case seriously instead — and the systems they live inside survive deployment because of it.
- Most of our research runs through Complexa Labs, our research vehicle for quantitative work on complex systems.
Approach
A philosophy of honest measurement
Six principles on why complexity demands different tools — and why convenience is not a virtue.
Work
Selected engagements
Quantitative modelling and data engineering for enterprise clients across four sectors.
Get in touch
For consulting enquiries, research collaboration, or to discuss any of the engagements: niciccarone@gmail.com.