VTAlgo Blog

Engineering notes

Engineering-register articles: diagrams, code, references. Not marketing.

All Methodology Architecture Risk
Methodology

Why Point-in-Time Correctness Is Non-Negotiable

Lookahead bias is the single most common way backtests lie. Here's how ATENEA prevents it structurally.

8 min read
Architecture

Sealed Artifacts: Treating Research Like a Compiled Binary

How the Red Line boundary separates research from runtime — and why that separation is the product.

11 min read
Risk

1% and 4%: The Arithmetic Behind Capital Preservation

A disciplined risk framework isn't a rule of thumb — it's a constraint that shapes every other decision.

6 min read
Architecture

Sealed Artifacts: Treating Research Like a Compiled Binary

By the AEGIS team · 11 min read

The Red Line is a real boundary in AEGIS, not a decorative diagram element: research artifacts are sealed, hashed, and validity-windowed before they ever reach a runtime evaluator.

"A signal that cannot prove when it was computed cannot be trusted with capital."
GET /books/{id}/signals/latest
→ SV3_SEALED verification gate
→ as-of PIT rule check

This is what separates a research core from a production surface — and why ARTEMISA never recomputes what AEGIS has already sealed.