VERGRID
systematic alpha infrastructure

Systematic alpha
at machine scale.

Multi-factor alpha engines processing cross-asset flow, positioning shifts, and regime state — distilled into high-conviction, latency-aware alpha output for systematic fund deployment.

Request access Methodology ↗
momentum factor model volatility regime detection cross-asset flow analysis alpha decay calibration regime-aware allocation factor exposure vectors conviction-weighted output systematic risk overlay momentum factor model volatility regime detection cross-asset flow analysis alpha decay calibration regime-aware allocation factor exposure vectors conviction-weighted output systematic risk overlay
196K+
configurations validated
8Y
data history
80+
strategies tested
$80B+
fund movement tracked
The problem

Raw market data
is not alpha.

Noise collapse, look-ahead bias, and factor crowding erode returns before capital is ever deployed. Most systematic approaches lack the regime conditioning and decay modeling needed to isolate alpha from chaos.

The approach

Regime-conditioned
multi-factor scoring.

Each output is normalized by volatility regime, historical factor beta, and cross-asset correlation structure. Conviction is only surfaced where multiple orthogonal factors converge without crowding.

Systematic framework

Four-layer quant pipeline

01
Data ingestion

Cross-asset flow, positioning, volatility term structure, and macro regime feeds unified into a single normalized tensor.

02
Factor scoring

Momentum, value, quality, volatility, correlation, and crowding scored independently. Regime-conditioned weights applied per market state.

03
Alpha synthesis

Orthogonal factor consensus. Output suppressed where crowding or factor correlation exceeds empirical thresholds.

04
Risk overlay

Drawdown-aware position sizing. Hard stops, volatility scaling, and max exposure limits applied before delivery.

Output format

Machine-readable
alpha delivery.

No dashboard. No interface. Factor-weighted output delivered as structured JSON via API or batch feed — designed for direct ingestion into systematic execution environments.

Factor exposure vectors per asset class
Composite conviction scores (0–100 normalized)
Regime state + volatility regime tag per output
Real-time streaming API or scheduled batch feed
Sample output payload v2.1 
{
  "signal_id": "VG-2026Q2-001",
  "conviction_score": 84.7,
  "regime": "bull_low_vol",
  "factor_scores": {
    "momentum":    0.82,
    "value":       0.71,
    "quality":     0.68,
    "volatility": -0.12,
    "crowding":   -0.08,
    "correlation": 0.64
  },
  "position_delta":    0.142,
  "drawdown_budget":   0.08,
  "signal_decay_hrs":  72
}
Institutional access only

Built for systematic
fund infrastructure.

Vergrid is not available to retail. Access is restricted to registered investment funds, family offices, and institutional systematic allocators.

Request access

Minimum AUM requirements apply · Institutional verification required