Our Team | Dysrupt Labs

Our Team

12 core researchers and 900+ global forecasters pioneering collective intelligence through the fusion of human expertise and machine learning

17
Years of Innovation
900+
Global Forecasters
99.99%
System Uptime
72.7%
Divergence Accuracy

Founders & Leadership

Veteran financial professionals who recognized the need for better forecasting after the 2008 financial crisis

Karl Mattingly
Founder & Chief Executive Officer
Karl is the founding partner of Dysrupt Labs with a 25-year career at ANZ Bank in senior risk and international banking positions, followed by 17 years developing classified and commercial intelligence systems. He has lived, worked and been educated in Australia, Asia and the USA. During his banking career, he developed significant expertise in quantitative and judgment-based risk assessment, recognizing the critical gaps in traditional forecasting methods that led to founding Dysrupt Labs.
MBA, Columbia University | Banker, Accountant, Economist
Stephen Markscheid
Co-Founder & Director
Stephen brings over 35 years of international experience at Boston Consulting Group and General Electric, having lived and worked in China, the UK and the USA. He began his career with the US-China Business Council in Washington D.C. and Beijing. In addition to Dysrupt Labs, Steve serves as a non-executive director on various listed and private companies, is an active private investor, and is a trustee on the board of Princeton-in-Asia. His specialty at Dysrupt Labs is geopolitical risk analysis and corporate advisory.
MBA, Columbia | M.A., Johns Hopkins SAIS | B.A., Princeton
Professor Anne-Louise Ponsonby
Founder & Chief Scientist
Principal Investigator at the University of Melbourne and The Florey Institute of Neuroscience and Mental Health. Professor Ponsonby leads our scientific research and validation efforts with academic rigor. In addition to Dysrupt Labs, she is a foundation investor in several successful biotech startups. Her expertise encompasses medicine, epidemiology, quantitative methods, and working with complex "dirty" data - skills essential to our collective intelligence methodologies.
University of Melbourne | The Florey Institute | 400+ Peer-Reviewed Publications
Ian Clark
Founder, Chief Financial & Operating Officer
Ian oversees operations and finance with extensive experience across Australia, China, Japan, and the USA. His past roles include Partner at PwC, CFO of an Australian listed public technology company, CFO of an Australian Federal Government Agency, and COO of an Australian cyber-security company. In addition to Dysrupt Labs, Ian is an active private investor. His expertise in quantitative methods and real options analysis drives our financial strategy and operational excellence.
Chartered Accountant | Honours in Economics, ANU | Former PwC Partner

Core Research Team

The technical and research experts building our collective intelligence platform

Kelly Banks
Lead Curator
Economist and political scientist from ANU. Specializes in political theory and applied economics, with expertise in government relations and public policy research.
Frederik Bossaerts
Research Lead & Data Scientist
B.S. in Aeronautical and Astronautical Engineering, Purdue. Research focus on price formation mechanics in prediction markets and expert trader detection.
Dr. Chad Nash
Computer Science Lead
PhD in Theoretical Physics. 26 years in object-oriented software design. Expert in financial software architecture and development. Part of Australia's first OO team.
Torquil Todd
Computer Science & Analytics
Honours in mathematics and actuarial science. Specializes in quantitative finance, operations research, and combinatorial design.

The Collective Intelligence Network

900+

Dysrupt Labs and Almanis are powered by a remarkable global community of over 900 proven forecasters and several thousand engaged participants. Since 2015, we've maintained Four 9s (99.99%) platform uptime, enabling continuous forecasting operations. Our core competency includes the ability to identify, select, and cultivate forecasters based on their demonstrated long-term performance potential. This curated network spans 15+ countries and multiple disciplines, creating a powerful collective intelligence system that consistently outperforms traditional forecasting methods.

Research Partners & Validation

Academic institutions and programs that have independently validated our approach

The Florey Institute
Neuroscience & Mental Health Research
Journal of Financial Markets
2024 Publication on Informed Trader Detection
eBioMedicine (The Lancet)
2023 Publication on Hybrid Forecasting
DARPA NGS2
Independent Replication on Out-of-Sample Datasets
IARPA ACE
Aggregative Contingent Estimation Program
University of Melbourne
Academic Research Partnership

Our Journey

From financial crisis to forecasting breakthrough

2008
Founded during the financial crisis by Karl Mattingly and Stephen Markscheid to develop better risk identification systems
2012
Engaged with IARPA ACE program, proving the hybrid human-machine approach to collective intelligence
2015
Launched Almanis platform for geopolitical and election forecasting with curated expert network, achieving 99.99% uptime
2019
Applied collective intelligence to financial markets, achieving 72.7% accuracy when diverging from consensus
2021-2023
Academic validation through peer-reviewed publications in The Lancet and Journal of Financial Markets. Results independently replicated on DARPA NGS2 out-of-sample datasets.
2025
Opening systematic trading strategies to qualified institutional investors based on consensus divergence signals