System behaviour, structure, and integrity — under real stress.
Articles, memos, and audits organised by how engines behave under stress; not by marketing narratives. Each pillar below reflects a layer of the trading infrastructure that allocators actually underwrite.
Pillars & Research Programs
How auctions, volatility identities, and liquidity regimes define where the engine is allowed to operate — and when it should stand aside.
Integrity vs Performance
Why we grade engines by behaviour across regimes instead of headline returns.
Market StructureStructure, not prediction
Reading markets through auction behaviour, not point forecasts.
Risk FramingDownside-first entries
Designing entries around loss containment and hostile environment detection.
Signal, filtration, risk, and execution layers are kept separate so behaviour remains predictable.
Data pipelines, monitoring, and hard boundaries that prevent drift and silent failure.
Decision hygiene, drawdown policy, and model governance.
Consistent system profile while adapting to regional microstructure.
