Overview
Heron pairs behavioural research with an operational app so investors can see cognitive distortions before they leak into risk. This blog houses the canonical references that power bias detection, reframing prompts, and classifier training inside the platform.
Why biases matter
Confirmation, anchoring, recency, and dozens more subtle distortions warp conviction. They extend drawdowns, delay exits, and skew portfolio concentration. Without instrumentation, these patterns remain invisible and performance reviews become narrative exercises.
How Heron responds
The app ingests reflections, trade data, and peer commentary, then cross-references them with this bias library. Classifiers flag repeating behaviours, reframing templates guide decision hygiene, and dashboards surface whether teams act on the mitigations.
We are onboarding a small cohort of investment teams to test the classifier interface and reframing workflows. Share your email and context to join the waitlist.
Every bias in the Heron library has a detailed note covering definitions, market expressions, triggers, diagnostics, and references.
Explore the catalogue