Philipp D. Dubach writes about the structural mechanics of artificial intelligence, capital markets, and complex systems. The focus is unit economics, variance, and cross-domain synthesis.
Philipp D. Dubach is a strategy consultant and independent researcher trained at Imperial College London, working at the intersection of quantitative finance, machine learning, and AI economics. Peer-reviewed work — covering prediction market microstructure, volatility regimes, and glycemic modeling — lives on SSRN and arXiv. The full list is on the research page or Google Scholar.
The site started in 2024 as a personal repository — articles, papers, and projects worth keeping in quantitative finance and data science. Recent work includes The SaaSpocalypse Paradox, AI Capex Arms Race: Who Blinks First?, and Pozsar’s Bretton Woods III: The Framework.
Readers tend to be portfolio managers, CTOs, founders, and researchers who want the mechanics rather than the narrative. Eighty-plus essays since 2024, plus a weekly note on AI and markets.
All opinions are the author's own and do not reflect the views of any employer, sponsors, or clients. The site does not collect personal data or use tracking cookies; anonymized access logs may be kept for performance. See the privacy policy.