Verimont researches systematic opportunities in liquid US equities through independent mandates, centralized risk, and broker-reconciled evidence.
Equity returns are decomposed into the sources a daily-bar book can actually reach — sector-relative selection, relative momentum, trend, reversal, volatility — and each is run alongside variants of itself, so that when one fails we learn which part of the idea failed.
Each arm records its own decisions under its own identifier, and a variant differs from its sibling by one deliberate change. Overlap stays visible rather than being discovered later.
Rules are defined before observation, measured through paper execution, and evaluated after realistic trading costs and operational failures.
Position, exposure, drawdown, and portfolio controls govern every mandate. No model may increase its own authority.
No capital is deployed. Strategies record the decisions they would make on live data, and one desk\u2019s recorded decisions are replayed onto an isolated paper account to measure execution. Paper results are experimental, are not a track record, and may differ materially from live execution.
Mandates advance only through prospective observation, sufficient sample depth, cost-adjusted results, and explicit human approval.
Public information describes the framework. Detailed signals, parameters, universes, and decision rules remain private.
