A Pipeline, Not a Pitch.
The Daric framework treats capital allocation as a controlled experiment. Each stage — from idea to scaled deployment — is instrumented, documented, and reversible.
The Engine in Four Parts
A concise operating map of how Daric moves from statistical intuition to controlled, risk-aware capital deployment.
Curated data, regime labelling, and parameter sweeps framed to avoid overfitting. Emphasis on out-of-sample behaviour and walk-forward profiles rather than single backtest numbers.
Translating research into executable systems with explicit assumptions about liquidity, slippage, latency, and infrastructure constraints. Deployment logic is co-designed with the venues it will inhabit.
Capital is routed through evaluation environments — from sandbox and paper to constrained live — with rules for when to advance, pause, or retire a strategy.
Portfolio-level drawdown rails, factor exposure caps, and kill-switch logic are specified up-front. Risk budgets are allocated as deliberately as the trades themselves.
Evaluation & Deployment Path
Ideation → Data → Hypothesis → Backtest → Walk-forward → Paper / Live → Audit Trail → Scale.
- Market structure insight, not anecdote.
- Explicit assumptions and falsifiers.
- Coverage, survivorship, and regime flags.
- Latency and microstructure-aware sampling.
- Defined signal and risk factors.
- Clear metrics for success / failure.
- Variance bounds and sanity bands.
- Slippage and cost modelling baked in.
- Live-like throttles and controls.
- Degradation and drift monitoring.
- Risk budgets per environment.
- Predefined pull-back conditions.
- Configuration, changes, and overrides.
- Rationale for scaling decisions.
- Capital scaling rules and caps.
- Portfolio and venue constraints.
Risk & Governance Spine
Risk-first mandate, audit trails, and model governance keep the engine anchored even as markets move.
- Documented change management across strategies and parameters.
- Model monitoring with alerts for drift and regime misalignment.
- Scenario analysis embedded into approval decisions.
- Drawdown and volatility rails at both strategy and portfolio level.
- Exposure limits by asset class, factor, and venue.
- Predefined kill-switch and de-risking logic, not ad-hoc reactions.