VetoTrader measures structural stresses in market structure and reveals when those conditions may invalidate otherwise reasonable capital allocation decisions.
A simple structural reading, before capital is committed.
Markets often punish people for the right idea in the wrong structure.
VetoTrader exists to make those structural shifts visible — so teams can recognise when capital allocation decisions become fragile due to stress in market structure.
It does not replace judgement. It improves the context judgement operates within.
You may already have this problem if…
If you nodded at any of these, you’re exactly who we’re building with.
When the structure changes, risk changes.
VetoTrader focuses on structural signals: participation, liquidity behaviour, volatility regime, and persistence/breakdown of behaviour inside market structure.
Make “conditions” discussable.
The output is designed to support PM/Risk conversations: a shared reading that reduces “story drift” when markets move.
We’re developing VetoTrader with a small number of professional practitioners.
If you’d like to contribute perspective (Risk, PM, prop desk, serious independent) or evaluate early outputs: