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Enquiries

For questions about our research, live validation, track-record verification or potential business collaboration.

Write to us Research and business enquiries

Enquiries reach us by email, at the address below. This website has no contact form.

Email
info@vetrasquare.com

No investment product is currently offered through this website. We do not accept investment orders or provide personal investment recommendations. How we handle your message: Privacy notice.

What to include

  • Who you are, and the firm you represent

    A name and an organisation, so we know who is writing.

  • The context of your enquiry

    A short description of your research interest or proposed collaboration helps us respond.

  • What you would like to understand

    A research question, model methodology, the validation process, or a potential collaboration.

Please do not send account details or other confidential personal or financial information by email.

Before you write Common questions

What this website is

Is anything on this website an offer?

No investment product is currently offered through this website. VetraSquare is validating its strategy through real-money live trading; any future product would depend on the evidence, final agreements and applicable regulatory requirements.

How is the live track record verified?

We use AuditZK for track-record verification during real-money live trading. No verification report or performance figures are currently published on this website. Any future presentation must identify the period, account context, costs and scope of verification. Verification and past results do not guarantee future performance.

Can I read the research papers or the models?

No. Research papers, model definitions, formulas, thresholds, weights and code remain internal. This website describes the economic ideas behind the models and the research process used to assess them.

How the approach works

What are the main strategy risks?

Short squeezes, borrow recalls, changing correlations, model errors, counterparty failures and operational disruption can cause losses. Capital is at risk. Read more about strategy risks.

What do the models investigate?

The research tests distinct economic hypotheses through systematic long/short models. The first research model compares U.S. large-cap companies with relatively higher and lower economic profitability. The model description does not represent a live investment product.

How does an idea become a research model?

Through four research stages: a question documented in an internal paper; validation on unseen periods with explicit cost assumptions; model portfolio analysis; and a documented output recording the evidence, limitations and review decision. The development path then moves through live paper trading to real-money live trading. Product implementation would require separate arrangements.

Do you use machine learning?

Our allocation research explores machine learning to estimate recurring market regimes from historical model returns and risk features. Those estimates are tested as inputs to hypothetical model weights within stated constraints. Models must be trained on past data only and evaluated forward. No performance advantage from machine learning is claimed.

What data do you use?

Exchange data up to Level 3 (trades, quotes and order-by-order books), where the venue and dataset support it; point-in-time U.S. company financials, aligned to filing dates; global coverage that includes analyst estimates, actuals and earnings surprises; and macroeconomic series and regulatory bank reports. The providers are Databento, Sharadar, EODHD, FRED and the FFIEC.

About VetraSquare

What stage is VetraSquare at?

VetraSquare is now in real-money live trading, following research, backtesting and live paper trading. We plan to build at least 12 months of real-money trading evidence, with AuditZK used for track-record verification, before a readiness decision on any investor launch. The duration alone does not establish readiness. No investment product or investor availability is announced on this website.

Where does the name come from?

From Piazza Vetra, a square in Milan.