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Systematic Research. Autonomous Alpha.

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Systematic Research.
Autonomous Alpha.

Closed-loop autonomous system that continuously discovers, validates, and deploys capacity-constrained intraday strategies.

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Why Most Quant Strategies Decay

The Half-Life Problem

Every trading strategy decays. The question is not whether your edge erodes — it is whether your process replaces it faster than the market arbitrages it away.

01

Alpha Decay Is Structural

Markets adapt. Edges get crowded. What worked last year becomes next year's drawdown. Most managers respond by adding leverage or drifting from their mandate.

02

Human Iteration Is Too Slow

Traditional quant teams spend weeks moving from hypothesis to validated deployment. By the time a strategy passes committee, the microstructure that created the edge may have already shifted. The bottleneck is the human in the loop.

03

The Capacity Gap

Institutional quant firms need strategies that scale to $100M+. Capacity-constrained strategies below $50M are invisible to them — but they offer the highest returns per unit of capital. This is the emerging manager niche.

TYPES OF EDGE WE EXTRACT

Physics of Price Discovery

GEX
Dealer Hedging Flows

Options market makers create predictable hedging pressure around high-volume strikes. Gamma exposure acts as gravitational pull on price — quantifiable and exploitable at the intraday level.

VPOC
Liquidity Topology

Volume clusters at structural levels that act as support, resistance, and acceleration zones. The pipeline maps this topology in real time and trades the transitions.

OFI
Participation Imbalances

Institutional order flow leaves signatures in time-and-sales data. Absorption patterns, iceberg detection, and aggression ratios reveal positioning before price confirms it.

SERVICES

How the Engine Works

Autonomous Hypothesis Generation

AI generates candidate hypotheses from multiple sources — market microstructure literature, ML interaction effects, failed-test insight extraction, and live performance feedback. No human bottleneck.

Continuous→

Machine-Speed Validation

Every hypothesis is tested via generic feature templates — no custom code per idea. Expanding-window backtests, 10,000-path Monte Carlo, and independence screening. Minutes per hypothesis, not weeks.

Automated→

Capacity-Constrained Deployment

Strategies that survive all gates deploy to live markets at emerging manager scale — 1-3 NQ contracts, ~$50M capacity ceiling. Too small for institutional quant. Too systematic for discretionary traders.

Live→

Closed-Loop Feedback

Live performance feeds back into the research layer every 30 seconds. Degradation triggers automatic re-evaluation. The system does not wait for a human to notice — it generates the next edge before the current one decays.

Autonomous→
Pipeline Output

0.06 correlation to SPY — structural independence from equity markets, not just low beta in a bull run

5 automated gates — no strategy reaches live deployment without passing walk-forward, Monte Carlo, and independence tests

Live NQ strategy since March 2026. Backtest gross Sharpe 8.35 — conservative live estimate 2.0-4.0 after expected degradation

Built for the Capacity Gap

Vespera operates where institutional quant firms won't — capacity-constrained strategies at emerging manager scale, with machine-speed iteration that discretionary traders cannot match. The technology is not proprietary. The positioning is.

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