Institutional Trading
Decision & Risk Framework
A modular framework for systematic capital-market decisions. It combines a rule-based Decision Core with explicit execution logic and an independent APS risk layer. Accompanying documentation links every result back to its actual data, rules and test conditions.
2009–2025
11 market segments
23 originals · 28 variants · 9 proprietary
94 instruments × 60 oscillators
One topic, one clear location, one traceable reading path.
From this release onward, the website is organised as a digital technical manual. Every subject belongs to a clearly numbered chapter. Subchapters deepen only the subject defined there; the glossary and FAQ act as references and do not replace the technical chapters. This makes it visible at all times where information belongs, which public data state applies and what the next meaningful review step is.
A controlled decision chain, not a single indicator
The framework is designed to keep research, decision logic, execution and risk management separate. Its value therefore does not depend on one headline metric or a proprietary “secret indicator”. The central question is whether a complete decision process can be made reproducible, explainable and testable again under more realistic operating conditions.
The current body of work consists of a broadly documented research and reference core plus the separately developed APS risk-governance system. Version 2 is intended to reimplement and revalidate this existing substance. The goal is to examine four additional areas under clearly defined conditions: intraday execution, costs, additional robustness testing and full APS integration.