Sentinel signals predict jump processes, volatility transitions, regime shifts, as well as changes in covariance structures, all as a source of convex alpha by profiting when conventional models break down. 

There is information hidden in microstructure data that reveals quantitative imbalances triggering cascading volatility events that follow repeatable statistical patterns detectable by the algorithm.

Signals are generated by rapidly detecting shifts in the statistical moments of financial asset distributions to aid market timing.

Sentinel provides a definable trading edge in liquid delta one and related derivatives by predicting market drift and volatility.

Sentinel integrates alpha and risk management capabilities as a regime prediction algorithm.

Profit From Volatility