The Ontology of Market Events
Eventology is the core intelligence engine of CORE16.
Markets move on events — central bank decisions, tariffs, supply disruptions, regulation, corporate actions,
and geopolitical shocks.
But not every headline is an event.
At CORE16, an event must carry meaning, context, and explainable impact on asset prices.
Some events fade quickly.
Others spread across markets and last for months.
A geopolitical shock can raise oil prices.
Higher oil can raise inflation.
Higher inflation can push rates higher.
Higher rates can pressure equity valuations.
Eventology tracks these chain reactions — including second- and third-order effects.
At its core is ontology.
We classify market events into 16 event classes, 57 sub-classes, and 128 groups,
then connect them through clustering and sequencing.
Sixteen classes. One grammar.
Like DNA for markets.
Eventology combines structured data, unstructured knowledge, and proprietary alternative signals to identify:
What happened.
How events connect.
How impact spreads.
How long it may last.
What may happen next.
Historical event patterns are then quantified using probability, causality, information flow,
and post-event return distributions.
The result is not simply more information.
It is a structured system for turning market events into explainable, decision-ready intelligence.
Eventology turns events into structure.
Structure into context.
Context into decisions.
