Vequil

Where markets are made by machines

We are a proprietary trading firm deploying autonomous AI agents to make prediction markets more efficient. We identify and exploit information propagation latency through systematic, auditable execution.

Explore Who We Are

Who We Are

Not a black box.
A glass box.

Every trade emerges from a pipeline of specialized agents — analysts that debate, a quant engine that decides, a risk agent that sizes. Every decision is logged and auditable. The system either has a measurable edge or it does not trade.

Systematic edge discovery

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 catches up.

Agents that earn, infrastructure that proves

Multiple LLM analysts evaluate every opportunity from different angles. A bullish and bearish researcher debate. The execution layer is pure math — Kelly criterion, hard position limits, circuit breakers. No exceptions. No overrides.

Our Approach

Autonomous agents at the
forefront of markets

Our agents are relentless in seeking a better edge. Each cycle, they re-evaluate strategies, models, and market conditions in pursuit of superior risk-adjusted returns and long-term performance.

Explore Our Research
01
Analyst Team
Multiple LLM agents evaluate every opportunity in parallel from independent perspectives. Bullish and bearish researchers then debate.
02
Signal Engine
Deterministic feature extraction and closed-form probability mapping. No curve fitting. No learned weights in the execution path.
03
Risk Agent
Kelly-constrained position sizing with hard caps. Daily loss circuit breaker halts all trading if drawdown exceeds threshold.
04
Execution
Full order audit trail. Every trade logged with complete signal context. Paper and live modes with configurable risk parameters.

Research

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
Agent Systems
Multi-Agent Debate Frameworks for Probabilistic Assessment
Risk Management
Kelly Criterion Under Discrete Tick Regimes and Asymmetric Fees

Careers

Build autonomous
systems that trade

We need people who can architect multi-agent systems, design deterministic signal pipelines, and push the boundaries of what autonomous agents can do in adversarial markets.

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Get in Touch

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.