Execution-Sensitive Systems

Short-horizon and volatility concepts are tested with particular attention to spread, slippage, latency, and real execution behaviour.

Research profile

Short-horizon and volatility concepts are tested with particular attention to spread, slippage, latency, and real execution behaviour.

Validation questions

The strategy is evaluated as a market hypothesis before it is considered as software. Testing focuses on regime dependence, spread and slippage sensitivity, out-of-sample behaviour, and whether the system contributes genuinely different exposure to a portfolio.

Evidence status

Current parameters, account conditions, forward observations, and supporting reports should be reviewed separately. This page describes the research direction and does not make a performance promise.

Research themes

  • Short horizon
  • Slippage tests
  • Execution validation