1. Data
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Datasets
Price series, volatility and positioning data are aligned across intraday and higher‑timeframe horizons.
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Timeliness
Data is cleaned and stored point‑in‑time to keep backtests reproducible and free from look‑ahead bias.
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Regimes
Volatility, skewness, kurtosis and term‑structure summarise market regimes and asymmetries before modelling.
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2. Research
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Hypothesis
Each idea starts as a formal hypothesis, tested with econometric and time‑series methods before risking capital.
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Features
Trend, volatility and positioning features define when conditions are favourable versus fragile.
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Prototypes
Strategies are judged on risk‑adjusted returns, drawdowns, tails and regime sensitivity.
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3. Oversight
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Testing
Strategies must pass out‑of‑sample and walk‑forward tests under realistic costs and slippage.
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Limits
Deployed strategies operate within explicit leverage, concentration and drawdown limits.
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Monitoring
Live performance is tracked against research expectations, with deviations triggering review.
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