Order flow,
resolved to
probability.

Teishō is an independent quantitative research firm. We recover the hidden structure of the tape and translate it into distributions you can act on.

Invitations sent in cohorts. No newsletter, no drip.

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The market speaks
in fragments.
We resolve it.

Every print, every quote revision, every cancelled level is a fragment of a distribution that isn't written down. Teishō's research stack recovers that distribution from the tape — nothing more, nothing invented.

Method
  • ORDER-BOOK IMBALANCE, LAYERED
  • CONDITIONAL VOLATILITY, INTRADAY
  • MICROSTRUCTURE STATE INFERENCE
  • PROBABILISTIC OUTCOME BINS
FIG 01 Research surface
Observed
{ pt, qt, st }
tape, book, cancels
Latent
𝔼t[ ƒ(ξ) ]
hidden state, uncovered
Resolved
P( Δ | 𝓕t )
Horizon30s → 5m
SupportΔ ∈ [−4, +4] tk
Updateevent-driven

One surface.
Nothing decorative.

The Teishō terminal is a research environment built for the way we actually work. Every panel is a query. Every chart is a checkpoint. No dashboards, no chrome, no theatre.

Interface
  • NOTEBOOK-ADJACENT LAYOUT
  • TICK-LEVEL PLAYBACK
  • AGENT CONTEXT, STRUCTURED
  • EXPORT TO PYTHON, R, ARROW
FIG 02 Terminal
signal order-flow imbalance, 30s window
state accumulating (posterior 0.71)
horizon next 3 min, ES front
P( Δ ≥ +2 tk ) 0.58
P( |Δ| < 1 tk ) 0.29
P( Δ ≤ −2 tk ) 0.13
The Firm

A small research shop.
Long horizon, quiet operation.

Teishō is independent by design. We publish selectively, take clients selectively, and build the tools we wanted when we were on the desk. If that resonates, request access below.