An AI-first quantitative fund. Deep learning ensembles propose every trade; humans intervene only in model risk, governance, and oversight.
Vexcel runs a portfolio of deep-learning models trained on years of options surfaces, market microstructure, news flow, and event sequences. We don't forecast prices — we identify structure that resolves predictably across known regimes. Signal generation, sizing, and execution are autonomous. Human judgment lives in model risk, governance, and capital allocation.
Gradient-boosted trees, transformer-based time-series nets, and custom options architectures vote. No single model owns capital.
Every model is evaluated under rolling, out-of-sample retraining. We refuse models that only look good in fitted samples.
Each sleeve is bounded by empirical capacity. We refuse capital we cannot deploy without eroding the very signal that justified it.
From raw market data to authorised order, every signal traverses a versioned, monitored, gate-enforced pipeline. No human places a trade. No trade leaves the system without crossing every gate.
12+ feeds · L1 / L2 options chains · tick equities · news · filings · macro. Sub-25ms freshness on primary paths.
800+ features per underlying — vol surface, skew topology, microstructure, sentiment embeddings. Refreshed every 5s.
Boosted trees + transformer time-series + custom options nets. Soft-vote across architectures, capacity-weighted.
22 pre-trade gates. Breach equals auto-reject. OMS routes the authorised slice. Every decision audit-logged.
Four complementary sleeves in US equity options. Each is independently modelled, sized against firm-level Greeks limits, and continuously monitored. The book targets a controlled delta with deliberate exposure to the vol surface.
Deep learning surfaces stale implied-vol nodes across the term structure and skew.
Tree-based ensembles identify skew dislocations conditional on the prevailing regime.
Event-aware models calibrated on years of post-earnings implied / realised vol patterns.
Transformer embeddings on news & filings inform tactical sizing within hard firm limits.
The architecture below is not aspirational. It is the operating model under which every dollar at Vexcel is allocated and every report to LPs is generated.
Models propose, gates approve, OMS routes. Every model is shadow-traded for 14 days before allocation, version-pinned in production, and auto-paused on drift detection.
Twenty-two hard gates: gross / net / single-name / sector / DTE / vega / margin / liquidity / counterparty / cash. Every proposed order is evaluated. Breach equals auto-reject. No bypass.
Custody at BNY Mellon. Administration by SS&C GlobeOp. Annual audit by PwC. Attestations: SOC 2 Type II, ISO/IEC 27001. Pen-test cadence: semi-annual.
Vexcel has raised $20 million USD in institutional commitments, returning +21.24% year-to-date. By invitation. Qualified Purchaser / Sophisticated Investor only.