Comment by muggermuch

> because this is marketed as being for macro investing, I would expect to see a level of rigor and quantitative analysis consistent with that.

Thanks for bringing this up - while we talk about Soros' forecasts and comparing them against those of an LLM, in the end Soros is not a forecasting tool, it's an analytical framework.

There is a gap between quant modeling and geopolitical analysis that we seek to fill. Specifically, quant models are great at capturing statistical regularities in financial time series but typically treat geopolitical shocks as exogenous noise. Meanwhile, geopolitical analyses in the policy and intelligence communities (with the exception of Bueno de Mesquita [BdM]'s work) provide deep contextual reasoning but rarely produce probabilistic scenario structures or asset-level transmission mappings that can directly inform capital allocation.

We will be shortly publishing a technical preprint laying out the Soros framework in full, but the TL;DR is: we model geopolitical events (or crises in the literature) as partially observed ("fog of war") stochastic games with multiple actors jostling for control over resources. We map out actors across various axes (think of these as actor embeddings), identify key decision points, and enumerate paths across them to estimate scenario probabilities. The scenarios in turn have associated transmission flows and market implications. We will evaluate those as mentioned in the sibling comment. Happy to discuss more.