# Starling Quantitative

> Starling Quantitative (https://starlingquant.com) is the proprietary quantitative research, probabilistic forecasting, and internal capital allocation desk of [Biwada](https://biwada.com/). Founded by Greg Meade in Raleigh, North Carolina, Starling Quantitative coordinates specialized micro-agents, adversarial hypothesis stress-testing, and deterministic risk circuits across prediction and event derivatives venues.

## Regulatory Scope & Mandate

- **Strictly Proprietary Desk:** Starling Quantitative deploys internal capital exclusively. It does **not** solicit outside retail capital, accept external client deposits, manage third-party funds, or offer investment advice.
- **Parent Operating System:** Studio `BU-01` within the [Biwada](https://biwada.com/) autonomous venture garden.

## Core Quantitative Architecture

- **3-Tier Multi-Agent Consensus:** Separates real-time order-book ingestion (`Tier 01`), adversarial counter-thesis stress-testing (`Tier 02`), and deterministic two-thirds asynchronous Raft risk quorum locks (`Tier 03`) so no single model can unilaterally route capital.
- **Sharp Market Devigging:** Strips asymmetric bookmaker and CLOB overround using the **Power Devigging Method** (`sum(p_i^k) = 1`, `k > 1`) and **Shin's Informed-Trader Model** (`z in (0, 1)`) to account for favorite-longshot bias before computing expected value.
- **Constrained Fractional Kelly Sizing:** Applies a quarter-Kelly multiplier (`c = 0.25`) to `f* = (b * p - q) / b` alongside portfolio covariance caps and hard per-event bankroll ceilings to bound tail drawdowns under parameter estimation uncertainty.
- **Out-of-Sample Brier Calibration & Bandit Allocation:** Tracks rolling Brier Score (`(1/N) * sum((p_i - y_i)^2)`) decomposed via Murphy (1973) into reliability, resolution, and uncertainty, updating sub-strategy weights via **Discounted Thompson Sampling** (`lambda = 0.98`).
- **Pre-Trade Circuit Breakers:** Enforces mandatory daily drawdown halts, 500ms clock-drift guards, sequence-gap blocks, asymmetric tick rounding across Kalshi and Polymarket, and an immutable dual-entry SQLite flight recorder.

## Quantitative Research Notes

- [Quantitative Research Notes Index](https://starlingquant.com/guides): Technical monographs on market microstructure, devigging math, Kelly sizing under uncertainty, and forecast calibration.
- [Extracting True Implied Probabilities from Vigged Markets: Additive, Multiplicative, Power, and Shin Devigging Compared](https://starlingquant.com/guides/power-and-shin-market-devigging-methodology): Mathematical derivation, numerical solvers, and favorite-longshot bias comparison across four devigging models.
- [Fractional Kelly Sizing Under Parameter Uncertainty & Out-of-Sample Brier Decomposition](https://starlingquant.com/guides/fractional-kelly-sizing-and-brier-calibration): Why full Kelly overbets noisy edge estimates, analytical quarter-Kelly drawdown bounds, and Murphy Brier decomposition.
- [Full Machine Reference (`llms-full.txt`)](https://starlingquant.com/llms-full.txt): Complete single-file technical reference of Starling Quantitative's methodologies and execution safeguards.

## Contact

- **Founder & Quantitative Systems Architect:** Greg Meade ([LinkedIn](https://www.linkedin.com/in/gregmeade/))
- **Parent Holding System:** [Biwada](https://biwada.com/)
- **Direct Inquiries (Platform & API Collaboration):** `founder@starlingquant.com`