SEP Dynamics is a foundational data intelligence firm commercializing the Self-Emergent Processor (SEP) Engine—a proprietary, high-performance C++ framework that redefines how complex data is analyzed by quantifying its informational coherence and stability.
Our claims are not theoretical; they are backed by a suite of working proofs of concept that we can demonstrate today.
The engine ingests any data as a raw byte stream, proven by its ability to produce distinct coherence scores for random data (0.0561), repetitive data (1.0000), and a complex compiled executable (0.4682).
Analysis of a large data stream is equivalent to the aggregated analysis of its parts, with a statistically negligible variance of less than 0.0015.
The engine can retain memory of past patterns for time-series analysis or be explicitly cleared for perfectly clean, reproducible backtests.
Built in modern C++ with a CUDA backend, the engine processes sample data in ~27 microseconds (~7.8 MB/s) and has proven linear scalability.
Multiple paths to participate in the quantum finance revolution
A fundamentally new approach to market analysis
B.S. Mechanical Engineering, University of Oklahoma (2019)
Alexander combines deep physics knowledge with proven execution in high-stakes engineering. From developing control systems for Mark Rober to mission-critical automation at Apple/Flex, he brings a unique perspective to quantitative finance.
The insight: Markets behave like complex thermodynamic systems. Traditional models fail because they assume equilibrium. The SEP Engine measures disequilibrium—the real source of alpha.
Finalize C++ engine implementation, optimize performance, and achieve a functional, compelling demo to validate the core thesis.
Transition to full-time dedication, establish SEP Dynamics LLC, validate 5 proofs of concept, and file for patents.
Launch proprietary trading operations and begin generating revenue.
While others try to predict prices, we measure the quality of information in market data:
Markets are information processing systems. By measuring information quality directly—not derived statistics—we capture the true market state. Our proofs demonstrate: