Sovereign Quant Engine

Operational bounded quant pipeline; CPU reference measured, GPU comparison requires a kernel receipt

Three orthogonal risk signals per bar — PCA-Risk · TDA-Fracture · HJB-Kelly — with receipt state SIGNED_VERIFIED, 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 (DSSE receipt: SIGNED_VERIFIED)

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.

Verified Signed SAMPLE Receipt

data sourceSAMPLE_SYNTHETIC
pipelineszl-gpu-quant-v0.1
signature stateSIGNED_VERIFIED
PAE sha256253df7441469f15d…
labelSAMPLE_SIGNAL | NOT_LIVE | NO_BACKTEST_VALIDATED

DSSE signature verified against the configured SZL public key.

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 — vendor statement vs bounded local receipt

ClaimNVIDIA publishedSZL comparisonSeparate local evidence
Nemotron speedup vs prior frontier up to 5x
HISTORICAL
0.5217x local Ollama wall-speed ratio vs qwen2.5:3b
Reasoning/accuracy uplift +30% 16.667 percentage points vs local baseline
HISTORICAL
Benchmark accuracy 91% 100.0% (6/6 exact match)
HISTORICAL
Long-context retrieval 1M-token retrieval 1/2 needles; max 2050 evaluated prompt tokens
HISTORICAL
cuML PCA speedup (quant Layer 1) 10-50x (S&P 500 scale); about 100x genomic
HISTORICAL
CPU reference p50 11.09 ms; GPU comparison UNAVAILABLE
Ripser++ persistence (quant Layer 2) up to 30x vs CPU Ripser
HISTORICAL
CPU stress reference p50 10.378 ms; GPU comparison UNAVAILABLE

loaded=True · completed_at=2026-07-18T17:44:02.420257+00:00 · signature=UNSIGNED_CONTENT_ADDRESSED · content_sha256=8ede48b23df3063247c0…

The NVIDIA column is a cited vendor claim, not an endorsement. The SZL column comes from a bounded local execution receipt and is not presented as a vendor-scale replication. Signature state is derived from cryptographic verification; unsigned content-addressed evidence is never displayed as signed.

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