Research Pillar

Infrastructure & Integrity

Constraints before optimisation. This pillar tracks production-grade boundaries: feed hygiene, monitoring, and auditability that prevent drift, override, and silent failure. Integrity is enforced by infrastructure, not intention.

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

What this pillar covers

Data boundaries that prevent future leakage and silent corruption
Feed gaps, corporate actions, and structural market changes
Monitoring for behaviour drift: slippage, latency, rule violations
Auditability: reconstructing every decision and execution condition
Hard constraints that survive scale, stress, and organisational growth

Core research programs

Infra

Data integrity across markets

Program · Feed hygiene & gaps

Handling incomplete feeds, errors, corporate actions, exchange changes, and structural gaps without silent leakage. Focus: cut-offs, snapshotting, and reproducibility under real conditions.

Monitoring

Monitoring pipelines

Program · Behaviour drift alerts

Early-warning systems for slippage, latency, broken assumptions, and behavioural drift. Focus: what we monitor, what triggers alarms, and how alerts map to execution permission.

Audit

Auditability

Program · Explain-every-trade

Making sure every trade can be reconstructed after the fact: inputs, regime state, gates, risk permission, and execution conditions. Focus: traceability over narratives.

Research in Infrastructure & Integrity

1 month ago · 13 min read

System Integrity

Data Trust Systematic Trading: Preventing Future Leakage

Data Trust: Preventing Future Leakage in Systematic Trading Most discussions about data leakage focus on detection. Teams build logs, audits, validations, reconciliations—mechanisms designed to discover errors after they occur. However, data trust systematic trading approaches this differently. In live systems, data trust represents an architectural boundary problem rather than a monitoring challenge that teams must engineer upstream...