Capital markets, data work, risk governance and financial communication converge in one project.
The Institutional Trading Decision & Risk Framework grew out of several fields developed over time: quantitative market analysis, practical trading logic, risk and money management, data and software work, and the task of explaining complex market topics in a precise and understandable way.
Concept & development
Andreas Plagge is a state-recognised communications IT specialist, financial-market editor and developer of the Angriffsplan-Strategie (APS). His work combines quantitative structural testing, practical market experience and technical system development. Over several stages, this led to the present approach of keeping decision logic, execution and risk governance separate rather than blending them into a black box.
He has also worked on data and analytical tools in an institutional environment. This included developing a fund-administration database for institutional clients of a German Landesbank, and supporting traders in a dealing-room environment through the further development of Excel workbooks. That combination of markets, data structure and practical usability also informs the current framework.
A further strand is financial communication. Editorial work, market analysis, articles and webinars have repeatedly required technical or market concepts to be not only correct but understandable. The same standard is now being applied to the framework’s documentation.
NinjaTrader® Ecosystem Vendor
Andreas Plagge holds vendor status within the NinjaTrader® Ecosystem. In the vendor context, NinjaTrader® is the preferred platform; NinjaTrader® Brokerage is identified as the preferred brokerage provider and Kinetick® as the preferred market-data service.
The current architecture brings together several documented development strands.
The data history reaches back to 2009. The documented system development itself begins later, with early risk-manager concepts, APS, historical comparisons and ultimately the reorganisation into the Institutional Trading Decision & Risk Framework.
Historical data base
The period underlying the current Version 1 tests. It is data history, not the start date of system development.
Risk manager
Documented precursors of later APS elements: high-watermark trailing, permission/stop states, loss-sequence stops and hierarchical risk limits.
Simulation & integrated APS
Stage models, protection, warning states, drawdown analysis and operational control are combined in larger workbooks.
Professional publication
APS is documented in a three-part cover series in TRADERS’; several historical comparison analyses date from the same period.
Portfolio perspective
The development reaches a centralised 16-instrument version and extends risk governance beyond a single instrument.
Framework & revalidation
Research Core, Decision Core, Execution, APS and documentation are reorganised as separate layers and prepared for independent replication.
Preserve existing substance – make claims narrower and more reviewable.
The current positioning deliberately replaces older, overly broad performance language with more precise statements. Historical results remain documented, but they are not automatically treated as general evidence. New technical layers are intended to reproduce and test before they extend.