SYSTEM TOPOLOGY
A portfolio is an architecture — not a strategy.
DevpharezAlgo's architecture treats markets as a multi-state environment. Each layer is independently governed; together they enforce deterministic, risk-conditioned participation.
LAYERED DESIGN
L1
Data Layer
Tick data, order book, news NLP, fundamental and alternative feeds normalized into a unified market state.
L2
Processing Layer
Feature engineering, signal generation, AI/ML models, backtest engine, and risk analytics.
L3
Decision Layer
Strategy allocation, regime classification, and gate-governed permissioning of exposure.
L4
Risk Governance
VaR, CVaR, tail risk, impact cost, and drawdown protocols enforce hard survival rules.
L5
Portfolio Construction
Capital allocation across equity, macro, event-driven, and statistical arbitrage engines.
L6
Execution Management
Volatility-aware participation, session-conditional routing, and slippage governance.