2025/01/10 by James B. Glattfelder, Glattfelder, James B., Thomas Houweling +3
Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Trading and Market Microstructure (q-fin.TR)
paper · pdf · doi:10.48550/arxiv.2501.06032
openalex publication_date 2025/01/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that embraces real-world complexity. This approach leverages key concepts relating to self-organization, emergence, complex systems theory, scaling laws, and utilizes an event-based reframing of time. In closing, we describe an example algorithm that incorporates the outlined elements, called the Delta Engine.