Sovereign Quant Engine

VRAM-resident quant pipeline (honest CPU fallback today; GPU path ROADMAP)

Three orthogonal risk signals per bar — PCA-Risk · TDA-Fracture · HJB-Kelly — each a SIGNED receipt, honestly labeled SAMPLE_SIGNAL · NOT_LIVE · NO_BACKTEST_VALIDATED. Not a trading instruction.

backend=CPU pure-Python reference · gpu_reachable=False · scenario=calm

3-Layer Pipeline (signed SAMPLE receipt)

Layer 1 · PCA Risk (LW + MP)

Ledoit-Wolf ρ0.033329
MP edge λ⁺0.00037886
signal eigenvalues1
noise eigenvalues11
N×T12 × 120
backendCPU pure-Python reference

Ledoit-Wolf shrinkage intensity ρ and the MP noise edge λ⁺ are computed exactly per the cited formulas on a SAMPLE synthetic universe. cuML/cuPy GPU acceleration is ROADMAP (CPU fallback ran here). NO backtest.

Layer 2 · TDA Fracture (β0/β1)

fracture f_t0.0
z-score-1.8717
anomaly |z|>2.5False
β0 (components)1 → 1
β1 (loops)23 → 23

β0 (components) is exact via union-find; β1 is the 1-skeleton cycle rank (E−V+C), an honest fast proxy for the genuine Vietoris-Rips H1 that the GPU giotto-tda/Ripser++ path (ROADMAP) computes exactly. Synthetic SAMPLE windows; z-score baseline is illustrative. NOT calibrated on real data.

Layer 3 · HJB-Kelly Sizing

σ²_eff inflation1.0
Kelly gross exposure60.562005
de-risk ratio1.0
γ, κ0.5, 1.0 (uncalibrated)

Weights auto-compress when fracture/anomaly fire (derisk_ratio<1) — the elegant property of the TDA-Kelly channel. BUT γ and κ are free, UNcalibrated hyperparameters: this is MODELED architecture, NOT a backtested strategy. NEVER a live-trading instruction.

Signed SAMPLE Receipt

data sourceSAMPLE_SYNTHETIC
pipelineszl-gpu-quant-v0.1
DSSE signedTrue
PAE sha25697973642d2e4884f…
labelSAMPLE_SIGNAL | NOT_LIVE | NO_BACKTEST_VALIDATED

DSSE envelope over the canonical receipt — REAL ECDSA when the cosign key is in the runtime, else an explicit UNSIGNED honesty marker (never a fabricated signature).

2-GPU Sovereign Serve · Throttle Both

sovereign-local · TENSOR-PARALLEL TP=2

wheregpu
sovereignFalse
config

vLLM --tensor-parallel-size 2 shards ONE larger model across a-11-oy.com GPU + RTX 4000

a-11-oy.com GPUjoules=— (ROADMAP) · tok/s=— · cap=—W
NVIDIA RTX 4000 (Ada, ~20GB)joules=— (ROADMAP) · tok/s=— · cap=—W

e.g. Qwen3-32B comfortably, or a quantized Nemotron-3-Super across combined VRAM

sovereign-local · ROLE-SPLIT (recommended for agent loops)

wheregpu
sovereignFalse
config

main GPU = primary agent model; RTX 4000 = dedicated governance/draft GPU: Auto-Review CLASSIFIER + speculative-decode DRAFT (Qwen2.5-Coder-1.5B) + embeddings

a-11-oy.com GPU · primary modeljoules=— (ROADMAP) · tok/s=— · cap=—W
RTX 4000 · classifier+draft+embeddingsjoules=— (ROADMAP) · tok/s=— · cap=—W

keeps the main GPU from stalling on inline review/draft — best fit for our agent+Auto-Review arch

cloud · NVIDIA NIM (Nemotron 3 Ultra) — frontier/hard tier

wherecloud
sovereignFalse
config

Route via build.nvidia.com NIM through our LiteLLM/RouteLLM gateway

Ultra (550B-A55B) needs ~768GB VRAM (4×GB200-class) — CANNOT run on 2 local GPUs. NEVER claim local Ultra. Verify NVIDIA claims on OUR τ-bench+J/token harness.

Verify the Claims — NVIDIA datasheet vs SZL-MEASURED (signed)

ClaimNVIDIA datasheetSZL-MEASURED (signed)
Nemotron speedup vs prior frontierup to 5×
Reasoning/accuracy uplift+30%
Benchmark accuracy91%
Long-context retrieval1M-token retrieval
cuML PCA speedup (quant Layer 1)10–50× (S&P 500 scale); ~100× genomic
Ripser++ persistence (quant Layer 2)up to 30× vs CPU Ripser

The 'NVIDIA datasheet' column is the vendor's published claim (cited, not endorsed). The 'SZL-MEASURED' column stays null/ROADMAP until we run OUR τ-bench + J/token + J/bar harness and SIGN the result. measured > datasheet, always. Never fabricated.

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