Evolutionary alpha research
You trust the answer.
Have you tested the question?
We find out if your edge is real. Sometimes it isn't.
Domain expertise
You know how markets work - but you've never been able to test it
Skew reads, fair value surfaces, vol regime timing, spread relationships - translated into testable hypotheses and validated out of sample.
Target selection
You've optimized parameters - but never tested the question
Sizing, Sharpe, trade frequency, book width - alone or combined. Different targets explore different edges. Most people optimize one and never question it.
Production integration
You've found edge and need it running live
Data pipelines, historical-to-live matching, real-time execution. From data ingestion to deployed system - not a PDF.
If this sounds familiar - here's what the engagement looks like:
a research sprint that tests your edge, and if it survives,
a production system that trades it. See services
Our process
Define the question.
Evolutionary search finds what survives.
Genetic algorithms test thousands of feature combinations across generations - keeping what works out of sample, discarding what doesn't. What survives isn't what you'd build by hand.
Why the results hold
Decision-time data
Features are stamped to what you'd actually know at decision time. Fills are modeled at realistic execution windows - not the close that generated the signal.
Execution realism
Fill simulation models adverse selection - when your signal is strongest, liquidity is thinnest. Costs scale with conviction, not just volume.
Holdout validation
Walk-forward holdout. The search never touches OOS data - not for feature selection, not for parameter tuning, not for stopping rules. One pass. No reruns.
Most strategies don't survive the process.
The ones that do are worth trading.
Vol St. is one person.
Tyler Prahm - quantitative researcher, volatility background. Every engagement, I do the work personally.
What I sign my name to
A signed report - strategy specification, feature analysis, regime breakdown, holdout results. Every calculation reproducible, every assumption documented.
Production engagements deliver a running system, not a PDF.
Ready to test the question?
tyler@volatilitystreet.com