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Quant · Systems · 2026

HFTC Strategy Router

The shareable side of a competition trading bot: regime detection, strategy routing, parameter control, event logging, and a contextual-bandit selector updated with off-policy evaluation. The competitive strategy logic stays private.

Architecture diagram of the private HFTC strategy router.
Public-safe architecture of the private competition system.

Problem

A live trading bot has to choose between strategies without chasing short-term noise, and the parts that make it competitive are not really shareable.

Approach

I built a version I can describe at the architecture level: regime labels, strategy proposals, handoff rules, logged decisions, and learned selection tables.

Outcome

A clear picture of how the system works, with the actual edge kept out of the portfolio.