Vertical Solutions

Notes on trading system design and the pursuit of automation

Building a Recursive Team to
Implement the Recursive Framework, 11/23/05

The power of the Recursive Framework is:

Plug-and-play modularity of individual trading frameworks, and

Stepwise refinement of the system as frameworks are added

That leads to some very powerful research team synergies: The Recursive Framework defines a natural research and development team structure.

The Recursive Framework defines roles for each researcher by timescale so as new researchers are added they simply go to a new timescale. When the timescales fill up, researchers roll to a new market.

Supporting the researchers, the development and QA teams handle the actual framework implementations and testing.

A final team is responsible for testing and discovering synergies between the Framework's plug-and-play modules.

What does this mean for the firm?

Research and system development become exceptionally efficient. Redundant research is minimized and research synergies are naturally maximized and exploited. Because of those efficiencies, it is a beautiful development model.

Simply beautiful.

Henry Carstens
Vertical Solutions
carstens@verticalsolutions.com