Environments, not forecasts.
How auctions, volatility identities, and liquidity regimes define where the engine is allowed to operate — and when it should stand aside.
Market Structure & Systems
SYSTEMATIC TRADING INFRASTRUCTURE
Behaviour-first systems for reliable trading engines.
Dovest designs, validates, and monitors systematic trading infrastructure around one principle: system integrity under real-world stress — not just favourable backtests
Core Pillars
Layers that preserve identity.
Signal, filtration, risk, and execution layers are kept separate so behaviour remains predictable as markets and scale change.
System Architecture
Constraints before optimisation.
Data pipelines, monitoring, and hard boundaries that prevent drift, override, and silent failure in production.
Infra & Integrity
Process that survives cycles.
Decision hygiene, audit trails, and model governance so allocators can see not just what happened, but why.
Governance & Discipline
One engine, many identities.
Maintaining a consistent system profile while adapting to regional microstructure and liquidity conditions across exchanges.
Global Markets
Latest Research
Volatility Regime Filtration in Systematic Trading
Architecture & Layers
How Volatility Regime Filtration Protects Trading Infrastructure Markets do not warn you before conditions change. Volatility regimes shift without fanfare, liquidity becomes selective, and execution costs rise faster…
Why Good Systems Don’t Depend on Good Days
Market Structure
Why Good Systems Don’t Depend on Good Days Markets rarely fail in obvious ways. Instead, structural fragility tends to surface when conditions appear normal, liquidity feels available, and…
Exchange Behaviour: Why ASX ≠ US ≠ HKEX
Global Market Identity
Exchange Behaviour: Why Australian, US and Hong Kong Stock Exchanges Behave Differently Most global trading frameworks treat exchanges as interchangeable venues differentiated primarily by liquidity size or trading…