Antecedent Labs

AI-powered financial research and technology.

Structural risk intelligence for institutional and sovereign markets.

What we do

Structural risk intelligence for global financial markets.

Financial markets operate in distinct regimes. Conditions shift — sometimes gradually, sometimes without warning. The cost of identifying a shift too late is measured in six and seven figures. The cost of early awareness is minutes of attention.

Antecedent Labs monitors 23 liquid instruments across foreign exchange, equity indices, metals, and energy. Our systems classify the current market regime and provide advance warning when structural risk conditions are shifting.

This is not a trading system. It is not a signal service. It is research infrastructure — built to answer one question: is the current environment what it appears to be, or are conditions beginning to shift?

Our analytical methodology is grounded in rigorous quantitative research across multiple disciplines, continuously maintained and refined to reflect current market conditions. Assessments provide full transparency on what is detected and why it matters. The methodology itself remains proprietary.

The Risk Intelligence Engine

The Risk Intelligence Engine classifies market conditions into four regime states:

Calm Markets operating within normal parameters. Low structural risk.
Elevated Early indicators of changing conditions. Increased monitoring warranted.
Disrupted Significant structural misalignment detected. Active risk management.
Crisis Severe market stress. Maximum risk protocols.
Each regime is accompanied by a continuous fragility score from 0.0 to 1.0, reflecting the degree of structural stress across the monitored instrument universe.

How it works

Regime assessments are delivered through a secure portal, email reports, and a read-only API. No infrastructure changes are required on the client side. Data flows one way — from us to you.

Each assessment includes:

  • Current regime classification
  • A continuous risk score reflecting the degree of structural alignment
  • Contributing conditions described in plain language
  • What would need to change for the regime to shift

Core

Regime classifications and daily risk assessments

Professional

Custom calibration, expanded reporting, and API access

Enterprise

White-label client intelligence, dedicated account management, and custom integration

The system is designed for dealing desks, risk management teams, and investment committees who need to know when the environment is changing — before the headlines confirm it.

Founded by

Vito Henjoto

20 years in institutional research, financial media, and quantitative analysis. Based between Jakarta and Sydney.

Former technical strategist for GFT and Invast Financial Services across the Asia-Pacific region. Regular market commentator for BBC, CNBC, and Channel NewsAsia. Recurring invited speaker at ATAA and APTA industry conferences. Quoted in TIME Magazine.

Antecedent Labs is the product of years of independent research into market structure, regime analysis, and cross-asset risk dynamics — validated against tens of thousands of historical market events.

Institutional enquiries only

enquiries@antecedentlabs.com