Historian tracing the AI technological revolution post-fluency.

Structural Alpha Quants

Performance Audit (2009–2024)

A law-driven framework for systematic trading built on over six thousand deterministic Quant Laws. Converts market structure into tradeable order requiring no retraining across regimes.

Outperformance of passive benchmarks. Proven capacity scaling from $5M to $40B notional while maintaining structural integrity.

Current research direction: Development of a crisis insurance architecture for broad market portfolios. The premise is straightforward — a structural overlay that caps drawdowns regardless of market regime, without requiring prediction of what causes the crisis. Current testing across scale (small portfolios through institutional size) with zero parameter changes between tiers. The goal is a governance-grade guarantee that losses never become existential, whether the trigger is a liquidity crunch, a contagion cascade, or a black swan nobody modeled. Early results are promising. Further research ongoing.

Files

File Description
paper.pdf Performance audit

Citation

DOI: 10.6084/m9.figshare.31257547

License

CC BY-NC-ND 4.0