ALGOPOLIS
Structural Trading Architecture
Independent research into trading strategy robustness.
Algopolis examines how trading rules, exposure, risk controls and empirical validation interact within a trading system.
Exposure Structure
How capital, positions and dependencies shape the strategy’s exposure.
Risk Architecture
How losses are contained and risk limits remain effective under stress.
Empirical Validation Discipline
How trading assumptions are tested beyond historical performance.
Execution and Behavioural Stability
How operational constraints and human decisions affect strategy coherence.
A trading strategy can be executed exactly as intended and still fail if its underlying structure cannot withstand stress.
Performance can be episodic.
Structural fragility compounds.
Algopolis examines trading strategies as engineered systems.
The Structural Strategy Assessment is the first operational framework developed within this architecture.
Selected Research
Why Trading Strategies Work in Backtests but Fail in Real Markets
Backtest Overfitting: Why Optimized Trading Strategies Fail Out of Sample