VetoTrader Microstructure-aware risk research for momentum participation
phenomena-first · measurement, not prediction

The Architecture of Discipline

Microstructure-aware risk infrastructure for discretionary momentum trading

We don’t tell you what to trade. We tell you when conditions don’t deserve your risk.


What it is

VetoTrader is a research platform for discovering, validating, and cataloguing market phenomena.

It measures observable behaviours (starting with momentum) and documents the conditions under which they persist, decay, or fail — with strict point-in-time discipline.

In discretionary and prop environments, this becomes practical “eligibility” context: a structured way to recognise when participation is structurally unfavourable.

Nuance: research teams — including those inside hedge funds — can also use VetoTrader as upstream research infrastructure. The platform provides measured phenomena and failure modes; downstream strategy design remains separate by design.

Silence Is the Default

No news is good news.

The system only speaks when it observes material friction. You’re not waiting for permission — you’re receiving measured context when conditions deteriorate.

Context, Not Control

A “Veto” is information, not instruction.

You retain full autonomy. The platform provides structured friction at the moment of commitment — a chance to pause and verify, not a barrier to action.


What it does

Monitors

  • Liquidity structure and depth behaviour
  • Order flow imbalance and erosion
  • Volume participation vs price displacement
  • Realised volatility and regime context

Provides

  • Phenomena measurement and forward-only outcome windows
  • Segmentation by regime, liquidity, and structure
  • Stability and failure-mode documentation
  • Structured language for post-trade review

Does not

  • Generate buy/sell signals
  • Predict price or claim alpha
  • Optimise strategies for profitability
  • Execute or block trades
  • Require strategy disclosure

Research grounding

VetoTrader’s measurement framework is informed by peer-reviewed research in market microstructure, realised volatility, and momentum persistence — applied to reduce regime-misaligned participation.

This is not an “academic alpha engine.” It is research infrastructure for understanding when behaviours break down — designed to provide context, not prediction.


Who it’s for

Designed for

  • Discretionary momentum traders (experienced)
  • Prop desk risk managers
  • Hybrid systematic-discretionary workflows
  • Research teams studying market behaviour (upstream use)

Not designed for

  • Signal-seeking retail traders
  • Fully automated execution systems
  • Social trading communities
  • Traders looking for entry/exit instructions

Contact

If you’re interested in evaluation, research collaboration, or commercial discussion: rich@looseheadlabs.com

A Loosehead Labs research platform · zero-knowledge architecture — we never see your symbols, size, or strategy.