Technical Articles
Deep-dives for engineers and quantitative readers: the subsystems between a strategy definition and a filled order, how a backtesting engine simulates execution, and the failure modes that only appear once real money is moving.
The six subsystems between a strategy definition and a filled order, what each is responsible for, and where the hard failure modes live.
The interesting complexity is not the strategy logic. It is reconciliation between what you believe your positions are and what the broker says they are.
Who registers the algorithm, whose static IP it is, and who carries the liability, answered from the circulars, with every reference attached.
The broker is the accountable principal for every order leaving through their API. A vendor is the broker's agent, empanelled by the broker, and has no route to an exchange of its own.
Inside a backtest: the event loop, how fills are simulated, why lookahead bias appears, and what separates a useful engine from a plausible one.
The retention obligation, the fields an inspection actually asks for, and why "comprehensive logging" is not an answer to the question.
How authorised API access works under the framework, and why the once-per-calendar-week limit on changing an IP breaks naive failover designs.
Describe a strategy in plain language, backtest it against historical data, and paper trade it before any capital is committed.
