Proprietary Research

Protean Research Lab

Quantitative frameworks and proprietary models powering Protean's investment process. Interactive visualizations updated as new data becomes available.

Macro — Leading Indicator
CPDP Model vs PCE — 16-Month Leading Indicator
Lazar CPDP Model (16mo lag) vs PCE CYOY Index | Proprietary Framework | Monthly Data
PCE CYOY Index (LHS)
Lazar CPDP Model 16mo Lag (RHS)
CPDP Forward Projection
As of March 13, 2026 | Correlation = 74.1% | R² = 54.9% | Proprietary CPDP Framework © Protean Asset Management
74.1%
Correlation
54.9%
R-Squared
3.40%
PCE Target (Model)
Macro — Policy Rate Framework
Multi-Modal Policy Rate Model
Adaptive & Coincident Model Range vs Fed Funds Upper Bound | Proprietary Framework | March 2021 – March 2026
Multi-Modal Policy Rate Model
3.75%
Fed Funds (UB)
4.74 – 6.28%
Model-Implied Range
–0.99%
Gap Below Floor
Microstructure — Dealer Positioning
Holistic Dealer Gamma Map — SPX + SPY Unified
Proprietary GEX Framework | Black-Scholes Gamma | Bloomberg OMON Data | As of March 13, 2026
Holistic Dealer Gamma Map
6,674
Gamma Flip
$11.5M
Net GEX / 1%
3.22x
Avg Put/Call
68K
OI at Magnet
© 2026 Protean Asset Management LLC. All rights reserved. Proprietary research — not investment advice.