KAIROS.

Kairos is the markets and timing specialist. It reasons over market structure, trading strategy, and the timing of action, operating inside a tail-risk overlay that can veto a high-risk move (patents 34, 35, 36). Backtests are verifiable from public data. Kairos coordinates with the domain brain KARP on analytics and with Quorum on high-stakes execution gates. Outputs carry an advisory disclaimer.

• 01Market-structure and strategy reasoning
• 02Timing and execution analysis
• 03Tail-risk overlay with veto on high-risk actions
• 04Verifiable-from-public-data backtesting

Authoritative external corpora and standards this brain treats as canonical. Every retrieval against these sources is signed into the audit ledger so a regulator can prove which evidence drove which output.

• 01FRED economic data
• 02London Stock Exchange and FCA market data references
• 03Bank for International Settlements publications
• 04Quantitative-finance academic corpus
• 05CFA Institute curriculum
• 06Risk-management literature (VaR, expected shortfall)
• 07FIX protocol specification
• 08Historical market-data archives (public)
• 09Behavioural-finance research

Mickai-native tooling primitives this brain implements internally. Codex for sovereign plain-text graph PKM, Lectern for spaced-repetition memory, Stele for citation-provenance, and domain-native primitives layered on top. No external services in the trust path; data stays on operator-personalised hardware.

• 01Codex (sovereign plain-text graph PKM)
• 02Prism (markets analytics and dashboards)
• 03Pulse (real-time market-data pipeline)
• 04Aegis (tail-risk veto enforcement)
• 05Loom (backtest DAG scheduler)