GRAYBOOK LABS
Vig
Vig is the AI quant built into the Graybook platform. It does the math a quant would do, and it has the language to explain your trading decisions in terms that make sense.
Ask it anything about a trade
Most tools give you a number. Vig gives you the number, how it got there and what it means for your next decision, in a sentence you could repeat to someone else.
VigAI quantWhy did my NQ stop get hit right before the move went my way?
Mostly noise. In the 15 minutes after your entry, NQ’s 1-minute moves had a standard deviation of about 4.2 points. Treat price as a random walk and the chance it touches a stop 12 points away in that window is about 46%, before your idea has had time to work.
A 24-point stop on 1 contract risks the same $480 as 12 points on 2, and cuts the odds of being shaken out to about 14%.
Example conversation. The math is real; the trades are made up.
Six things a great quant does for a trader, available every second the market is open.
Why a stop was hit, why a size was cut, why a setup was skipped, in plain English and with the numbers behind it.
Position sizing, expectancy, drawdown odds, option greeks and volatility, worked out step by step so you can check them.
Random walks, mean reversion, momentum and regime shifts, the same models physicists use for noisy systems, applied to price.
Retrieval over filings, reports, contract specs and your own trade journal, with the source attached to every claim.
Turns a description into a GBS script in the Graybook Script Editor, ready to compile, test and apply.
When the data isn’t there, Vig says so. No invented numbers, no guaranteed outcomes.
Vig is built on all three things we do: a custom language model, a retrieval pipeline and NLP that reads the market’s text.
Your question pulls the right context: trade history, positions, market data, contract specs and research.
A model tuned on trading text works out what you’re really asking and what it needs to answer it.
The numbers are calculated, not guessed: probabilities, sizes and greeks come from code that runs.
The answer comes back in plain language, with the working shown and the sources cited.
Vig is built into the Graybook platform. Want it for your firm? Talk to us.