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. Privacy & contact.