• The Square Root of Time Law (SRTL)

    • December 17, 2025
    • Posted by: Drglenbrown1
    • Category: Quantitative Trading & Financial Engineering
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    A Lifecycle-Anchored Death-Stop Doctrine for Volatility Diffusion, Risk Geometry, and Capital Survival

    The Square Root of Time Law (SRTL) introduces a law-based framework for constructing Death Stops that scale correctly with volatility diffusion and trade lifecycle. By anchoring risk to time rather than execution timeframe, SRTL eliminates arbitrary stop placement, rejects heuristic ATR conventions, and establishes a universal survival doctrine integrated with the Nine-Laws Framework, DAATS, and TWVF.

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  • Market Expected Moves Hypothesis (MEMH): Forecasting the Next Swing

    • May 6, 2025
    • Posted by: Drglenbrown1
    • Category: Quantitative Finance / Risk Management
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    Market Expected Moves Hypothesis (MEMH): Forecasting the Next Swing

    Explore MEMH’s statistical foundations, step-by-step expected move calculations, and case studies in equities & FX for disciplined target-setting

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  • GATS Unveiled: The Heartbeat of Global Financial Engineering

    • April 25, 2025
    • Posted by: Drglenbrown1
    • Category: Proprietary Trading / Algorithmic Trading
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    GATS Unveiled: The Heartbeat of Global Financial Engineering

    An in-depth look at GFE’s proprietary Global Algorithmic Trading Software (GATS), exploring its architecture, unique indicators (EMA Zones, DAATS, GASBET), and multi-timeframe strategy suite.

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  • Adaptive Volatility Scaling in Financial Engineering: Integrating Technical Market Phases with the GATS Framework

    • April 10, 2025
    • Posted by: Drglenbrown1
    • Category: Financial Engineering
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    Adaptive Volatility Scaling in Financial Engineering: Integrating Technical Market Phases with the GATS Framework Dr. Glen Brown Global Accountancy Institute, Inc. and Global Financial Engineering, Inc.

    Explore our cutting-edge methodology that combines the square root of time rule with GATS Color-Coded EMA Zones to create adaptive risk controls in financial engineering. This article delves into the theory and practical applications of dynamic volatility scaling for systematic trading.

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  • The Essentials of Quantitative Trading: Numbers that Drive Success

    • November 1, 2024
    • Posted by: Drglenbrown1
    • Category: Quantitative Trading, Proprietary Trading, Financial Education
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    The Essentials of Quantitative Trading: Numbers that Drive Success

    Discover the core principles of quantitative trading, including data-driven strategies, statistical modeling, and risk management, essential for proprietary traders.

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  • Revolutionizing Finance: The Synergy of High-Frequency and Quantitative Trading with GATS

    • March 18, 2024
    • Posted by: Drglenbrown1
    • Category: Financial Technology, Algorithmic Trading
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    Revolutionizing Finance: The Synergy of High-Frequency and Quantitative Trading with GATS

    Explore the revolutionary synergy of high-frequency and quantitative trading strategies with GATS under the guidance of Dr. Glen Brown. Join the Global Elite Proprietary Trading Program for unparalleled insights.

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