Watchful alpha
A systematic trading strategy, built and tested in the open.
Vigalpha is a quantitative research project: a factor-based strategy trading live on paper since October 2026, with every validation decision recorded as it happened — including the ones that didn't work.
Factor-driven, not discretionary
Momentum, low-volatility, and size factors rank the universe. No manual overrides on which positions to take.
Risk-scaled by design
Target exposure moves with volatility conditions, automatically — the same mechanism that cut exposure during the November 2026 volatility spike without anyone touching it.
Validated before it trades
Every change is tested on true holdout data before it ever touches a live position. Nine separate modeling attempts were tried and rejected because they didn't hold up out of sample.
Following along
Live performance, position data, and research updates are shared with an invited circle rather than published openly. This page will grow as that changes.