Research Pillar

System Architecture

Layers that preserve identity. This pillar documents how signal, filtration, risk, and execution layers are kept separate so system behaviour remains predictable as markets and scale change. Architecture is treated as governance: constraints before optimisation.

Market Structure System Architecture Infrastructure & Integrity Governance & Discipline Global Markets

What this pillar covers

Layer separation: environment → filtration → risk → execution
Permission gates that prevent "signal-first" override
Hard boundaries (what is not allowed) by phase and regime
Architecture patterns that preserve behaviour across scale
Failure modes: drift, leakage, silent invalidation, discretionary bypass

Core research programs

Architecture

Filtration logic

Program · When the engine is allowed to trade

Rule-sets that gate participation when assumptions break. Focus: separation of concerns (signal vs environment vs risk), hard overrides, and preventing "signal creep" from bypassing structural constraints.

Architecture

Safe vs hostile environments

Program · Environment classifiers

How the system classifies environments before execution exists. Focus: regime labels, coherence tests, and permission states that force inactivity when volatility/liquidity behaviour becomes structurally invalid.

Execution

Stress behaviour

Program · Execution layers under volatility

How orders, sizing, and exits behave during volatility spikes. Focus: maintaining execution identity under stress—slippage bounds, spread sensitivity, and degraded-liquidity handling without discretionary override.

Research in System Architecture

2 weeks ago · 14 min read

Architecture & Layers

Volatility Regime Filtration in Systematic Trading

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 than signal confidence can adjust. The difference between resilient infrastructure and fragile deployment often comes down to one architectural decision: volatility regime filtration in systematic trading. This discipline...

2 months ago · 14 min read

Architecture & Layers

Filtration Logic Systematic Trading Infrastructure

Filtration Logic: The Heart of Systematic Trading Architecture Most trading systems fail for a predictable reason: they permit too much, too early. Signals activate before market structure validates environmental conditions. Execution proceeds while liquidity mechanics remain unverified. Risk adjustments occur only after behavioural integrity has already eroded. Filtration logic systematic trading reverses this sequence entirely, establishing structured...