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