📄️ The Three-Step Execution Process for Quantitative Trading
A high-level overview of how research-driven systems determine stop-loss distance, take-profit structure, and position size using a consistent USD-native framework.
📄️ After the Signal Fires
What the engine does the moment entry conditions turn true—how stop-loss, take-profit, and position size are instantiated mechanically before the order is placed.
📄️ Entry Conditions vs. Statistical-Edge Conditions
Why the rules that trigger a trade are fundamentally different from the rules that define your statistical edge — and why separating them is the foundation of correct stop-loss, take-profit, and position sizing design.
📄️ Strategy-Specific Stop Modeling
How to determine stop-loss distance using drawdown and persistence distributions instead of ATR, based on the strategy’s own statistical behavior.