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5 Core Components of an Algorithmic Trading System

A concise, practical guide to the architecture every algo trader needs—from data pipelines to risk gates.

What's Inside

1. Clean Data Pipelines

How to build reproducible 1-minute bar feeds with proper time alignment.

2. Feature Engineering

ORB, ATR, VWAP—what makes a feature testable and stable in live markets.

3. Static Gates & Lockouts

Deterministic entry logic and daily risk limits you can audit.

4. Risk-First Execution

Bracket orders, R-based sizing, and position management frameworks.

5. Journaling & Feedback Loops

How to log every decision and build a system that improves over time.

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What happens next?

After you download the guide, explore our flagship course or join the community.

Flagship Course

10 modules on data, features, gates, execution, and deployment. $497.

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Weekly Q&A, monthly deep dives, and template drops. $49/mo.

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