The signal architecture playbook: Designing resilient trading systems for shrinking alpha half-lives

Signal decay has become a structural feature of modern markets. Crowding, regime instability, expanding data sets, and increasingly complex microstructure shorten the economic life of trading signals.

At the same time, internal frictions — fragmented research environments, slow validation cycles, inconsistent production logic, and weak feedback loops — further compress realized performance.

The Signal architecture playbook examines how analytics architecture and workflow design influence signal realization. It presents a framework for improving lifecycle continuity across discovery, validation, deployment, and monitoring.

This ebook clarifies the structural forces compressing signal half-lives and examines the operational frictions that further erode realized performance:

• A framework for analyzing signal decay across discovery, validation, deployment, and monitoring
• The architectural characteristics that support lifecycle continuity
• The role of time-consistent data and execution realism in preserving analytical intent
• The impact of research-to-production drift on attribution and signal persistence
• The importance of portfolio context in evaluating marginal alpha
• The value of assumption-linked monitoring in diagnosing performance deterioration

Why Read It

Read this to understand how analytics architecture and lifecycle design determine how much research alpha is ultimately realized in production.