Find asymmetric trades before the market prices them in
Vector is an agent-driven market intelligence engine. It continuously ingests earnings data, macro signals, options flow, and sentiment, coordinating agents across research, simulation, and execution to identify asymmetric opportunities and act before they are priced in.
Markets move when expectations break — not when data merely exists.
Most traders can read an earnings report, a macro release, or a headline. Far fewer can connect earnings quality, forward guidance, options positioning, sentiment drift, and macro regime into one coherent view of what is mispriced. Vector does that continuously. It turns scattered signals into structured market intelligence, then turns that intelligence into tradeable decisions.
A coordinated agent system for market research, simulation, and execution.
Vector is not a dashboard with alerts. It is a working engine: specialized agents gather evidence, pressure-test scenarios, score conviction, size risk, and prepare execution paths.
Ingest market inputs continuously
Vector monitors earnings releases, guidance changes, revisions, macro prints, options flow, price action, volatility, and sentiment so the system always has fresh context.
Distribute analysis across specialized agents
Research agents focus on fundamentals, macro context, positioning, narrative, and historical analogs. Each produces a narrow view; Vector combines them into a coherent thesis.
Simulate what is priced in vs. what could happen
The engine compares internal forecasts against consensus expectations and market-implied moves to find where reality may diverge from price.
Score conviction and filter noise
Signals are ranked using margin trajectory, pre-event run-up, valuation premium, positioning, and confirmation checks to separate good setups from crowded traps.
Prepare execution with explicit risk controls
Vector converts thesis into an actionable plan: direction, structure, sizing, invalidation, and exit window — with human approval gates for live capital.
Learn from every outcome
After the event, Vector records actual move vs. predicted move, detects bias, recalibrates conviction, and improves future decisions.
The inputs that drive conviction.
Vector's edge comes from combining multiple weak signals into one high-quality decision framework.
Earnings quality
Revenue, EPS, margin trajectory, guidance quality, and the difference between headline beats and underlying business quality.
Macro regime
FOMC posture, inflation prints, labor data, rate sensitivity, and whether the broader tape will amplify or suppress company-specific signals.
Options flow and implied move
Unusual flow, skew, term structure, expected move, and whether the options market is overpricing or underpricing the catalyst.
Sentiment and narrative drift
How investors, analysts, and market narratives are leaning before the event — and where consensus may be fragile.
Price positioning
Pre-event run-up, relative strength, premium valuation, and other signs a good quarter may already be in the price.
Risk and execution fit
Trade structure, sizing, stop placement, hold window, and whether the opportunity meets minimum reward-to-risk and confirmation thresholds.
Built for traders who need speed, structure, and repeatability.
Vector helps a discretionary or semi-systematic desk move from idea to position with more discipline and less guesswork.
Where Vector is strongest.
Vector is designed for situations where information is abundant, expectations are noisy, and speed matters.
Earnings trades
Identify which companies have improving fundamentals that are not yet fully priced in — and which are vulnerable to sell-the-news reactions.
Macro-sensitive setups
Filter company trades through the broader macro regime so a good company does not get bought into a hostile tape.
Short opportunities
Find cases where margin compression, valuation stretch, and pre-event euphoria create asymmetric downside after the release.
Options expression
Decide when to use directional exposure, spreads, or no trade at all based on the relationship between conviction and implied move.
Early access for funds, traders, and research teams.
- Agent-driven earnings and macro intelligence
- Options flow and sentiment-aware signal generation
- Conviction scoring and risk-gated trade recommendations
- Post-trade calibration and model improvement loops
- Custom workflows for live and dry-run deployment
Stop reacting to the market. Start getting there first.
Vector helps trading teams turn earnings, macro, options flow, and sentiment into faster, more disciplined decisions — with agents that research, simulate, and prepare execution before the opportunity is gone.