Editorial Desks & Quantitative Analysts
FINPULSE 360 operates a decentralized desk architecture governed by quantitative specialists across Macro, Equities, Digital Assets, Commodities, and Prediction Markets. All published findings are anchored to raw telemetry and undergo editorial review led by Editor-in-Chief Ian Mikov.
Ian Mikov
EDITOR-IN-CHIEFQuantitative Macroeconomic Strategist and financial media director. Leads newsroom editorial standards, central bank rate corridor monitoring, G10 sovereign yield curve telemetry, and statistical hypothesis verification.
Quantitative Finance Specialist. Leads algorithmic factor analysis, equity risk premia decomposition, S&P 500 forward valuation multiples, high-yield credit spreads, and volatility surface microstructure.
Distributed Ledger & On-Chain Systems Analyst. Specializes in direct RPC node telemetry, Bitcoin mempool backlog congestion, Ethereum gas burn mechanics, perpetual funding rate skew, and derivative liquidation waterfalls.
Quantitative Commodity Researcher. Models global supply deficits, maritime transport bottlenecks, refining crack spreads, strategic battery metal balance sheets (Lithium, Nickel, Copper), and agricultural basis risk.
Dorian Reed
Senior Quantitative Analyst & Predictive Intelligence LeadComputational Econometrician. Directs Bayesian probability modeling on decentralized prediction platforms, Google Trends velocity radars, anomalous volume spikes, and cross-asset lead-lag regressions.
Editorial Standards & Conflict-of-Interest Firewall
Every analyst operates under a strict trading blackout: staff members are barred from executing private trades in securities, crypto assets, or commodities within 72 hours of publishing analysis. Sponsored coverage, token promotions, and pay-to-play editorial placements are strictly prohibited.
Read full Editorial Policy & Peer Review Charter →