Precision at the edge of information
We are a proprietary trading firm exploiting information propagation latency in binary outcome markets. Every signal is deterministic. Every position is Kelly-sized. Every decision is logged and auditable.
Not a black box. A glass box.
Every trade emerges from a deterministic pipeline — real-time event feeds, closed-form signal extraction, Kelly-constrained sizing. The system either has a measurable edge or it does not trade. Every decision is logged. Every claim is mathematically defensible.
Structural edge, not prediction
Markets are information systems. When new information arrives, prices adjust — but not instantly, and not uniformly. We build the infrastructure to identify, measure, and act on those adjustment windows before the market closes the gap.
Deterministic execution, no exceptions
The signal pipeline is pure math — zero learned parameters in the execution path. The risk layer enforces Kelly criterion, hard position limits, and daily loss circuit breakers. No discretion. No overrides.
Event-driven systems at the speed of information
Our pipeline is engineered around a single thesis: real-world events reprice markets with measurable latency. We close that gap with real-time signal ingestion, deterministic evaluation, and fully automated execution.
01
Real-Time Signal Ingestion
WebSocket price feed maintains a live bid/ask cache. Parallel event feed captures real-world state changes the moment they occur.
02
Deterministic Signal Pipeline
Closed-form probability mapping from raw event signals. No learned weights. No curve fitting. The math is the model.
03
Risk Agent
Kelly-constrained position sizing with hard caps. Daily loss circuit breaker halts all trading if drawdown exceeds threshold.
04
Execution & Audit
Fully automated order placement with cryptographic authentication. Every trade logged to an immutable SQLite audit trail with complete signal context.
Research & Perspectives
We study prediction market microstructure, information propagation dynamics, and multi-agent execution frameworks.
Market Microstructure
Order Book Dynamics in Binary Outcome Markets
Information Theory
Measuring Propagation Latency Across Event-Driven Markets
Signal Architecture
Closed-Form Probability Estimation Without Learned Parameters
Risk Management
Kelly Criterion Under Discrete Tick Regimes and Asymmetric Fees
Build autonomous systems that trade
We need people who can design real-time event pipelines, build deterministic signal architectures, and engineer execution systems that operate without human intervention in adversarial markets.
General inquiries, partnerships, or press
Vequil is a proprietary trading firm. We trade our own capital and do not accept outside investment.
Vequil trades proprietary capital only. Nothing on this site constitutes an offer or solicitation to invest. All information is for informational purposes only. Past performance is not indicative of future results.