◈ About Vilasio

We built the tools
we needed ourselves.

Vilasio was created by futures traders who spent years operating in the NQ market and found that no existing metric could measure what actually mattered — the structural quality of how a system wins.

Deep experience in microstructure, order flow, options dynamics and global macro gave us the perspective to build something different. WinDepth is that something.

NQ
Primary MarketNasdaq 100 Futures — E-mini & Micro
L2
Market DepthReal-time Level 2 via dxFeed on ATAS
RF
ExecutionRithmic protocol on professional prop firms

What we focus on

Built on depth.
Not theory.

⬡
Microstructure & Order Flow
We trade where price is made — reading real-time tape, footprint charts and Level 2 data to understand who is actually moving the market and why.
◈
Scalping on NQ Futures
Short time-frame precision on one of the most liquid instruments in the world. Every tick has structure. We build systems that exploit it consistently.
◎
Options & Derivatives
Understanding the options market gives a structural edge in futures. Gamma exposure, dealer positioning and volatility surface dynamics inform our directional bias.
◻
Global Macro Framework
Short-term execution sits inside a macro context. We track Fed policy, liquidity cycles and institutional flows to align tactical entries with the bigger picture.
"Profit is visible. Depth is invisible.
We built WinDepth to make the invisible measurable."
Vilasio — Core Philosophy