Hybrid Forecasting Intelligence
Serving family offices and institutions with validated early-warning signals and alternative data not available through traditional channels
Our Capabilities
Collective Intelligence Systems
15-year operational history running scaled prediction markets with a rigorously curated global forecasting network of 900+ contributors, generating probabilistic assessments of complex macroeconomic and geopolitical events using DARPA-validated aggregation methods.
Alternative Data Products
Proprietary divergence indicators and probability distributions that family offices and institutions cannot access through Bloomberg, Reuters, or traditional data vendors—specifically designed for global macro strategies and systematic trading.
Strategic Intelligence R&D
Confidential research into information asymmetries, black-swan detection methodologies, and judgmental forecasting under deep uncertainty, with findings published in peer-reviewed venues when appropriate.
Non-Governmental Intelligence Partnership
Independent analysis capability comparable to established intelligence consultancies, but focused on macro-financial modeling rather than defense applications, with ethical frameworks informing our research methodology.
Independent Validation
- DARPA NGS2 Program: Methodology successfully replicated using out-of-sample datasets
- eBioMedicine (The Lancet): ML-augmentation framework peer-reviewed and published
- Journal of Financial Markets: Core forecasting methodology published
- Family Office & Institutional Trials: Previous trials with major hedge funds and family offices informed our current systematic approach to signal generation
- 15-Year Track Record: Operational history across multiple forecasting domains
- Curated Global Network: 900+ contributors maintained through continuous performance evaluation and relationship management across 15+ countries
Live Macro Signals: December 2025
We are launching live macro divergence signals this December, providing real-time validation of our methodology's commercial application to US macroeconomic forecasting.
Leadership
Karl Mattingly, Founder & CEO: 25-year ANZ Bank career in senior risk and international banking, followed by 17 years developing classified and commercial intelligence systems. MBA Columbia University.
Prof. Anne-Louise Ponsonby, Founder & Chief Scientist: Principal Investigator at University of Melbourne and The Florey Institute. Leading scientific validation and academic collaboration efforts. In addition to Dysrupt, Anne-Louise is a foundation investor in a number of successful biotech startups. Her expertise includes medicine, epidemiology, quantitative methods, and "dirty" data.
Stephen Markscheid, Founder & Director: 35+ years international experience at Boston Consulting Group and General Electric. MBA Columbia, MA Johns Hopkins SAIS. In addition to Dysrupt, Stephen is an active private investor and director. Expertise in corporate advisory.
Ian Clark, Founder, CFO & COO: Chartered accountant with honours in Economics from Australian National University. Past roles include PwC Partner, CFO of Australian listed technology company and Federal Government Agency. In addition to Dysrupt, Ian is an active private investor. Expertise in quantitative methods and real options.
Client Advantage
We provide sophisticated family offices and institutions with a decision advantage through collective forecasting and proprietary divergence signals—intelligence products that reveal when market consensus is systematically mispricing assets. Our approach to client relationships is built on transparency, scientific rigor, and operational excellence.