AI Trading Core Framework: From Signals to Guardrails
This is a diagram-ready summary of an AI trading core framework. The key idea is that AI is not just issuing signals—it acts as a Trader executing within strict rules and guardrails, while you, as the PM, own objectives, risk boundaries, approvals, and post-trade review. This is a bidirectional human–AI alignment workflow.
One-sentence vision
AI executes, PM sets goals and boundaries; structured evidence, guardrails, and review make decisions transparent, controllable, and auditable.
System modules: six layers
1) Inputs
- Quant signals: classic factors, technical indicators, statistical models.
- Text streams: news, research, filings, social content, extracted with LLMs.
- Charts/technical structure: candles, patterns, key levels, volatility regimes.
2) Sensemaking / Structuring
- Text extraction: event → entity → time → direction → confidence → evidence/provenance.
- Chart outputs: annotated visuals (triggers, patterns, support/resistance, risk zones).
Making decision evidence explicit improves trust and collaboration with AI, especially in trading where uncertainty disclosure matters.
3) Policy + Planner
- Fuse quant + text + technical inputs into intent (long/short/flat), size, pricing, and invalidation.
- Design the AI as a policy-constrained agent that can act only inside approved risk policies.
4) Guardrails / Pre-trade Controls
- Quantity/amount/frequency limits: max single order, daily totals, order rate.
- Price sanity checks: bid/ask deviation thresholds, drift detection.
- Market depth checks: avoid sweeping the book.
- Self-trade prevention, instrument bans, account-level limits.
The critical point: AI decisions do not equal orders. Every trade must pass rule-based, auditable, and backtestable checks.
5) Execution + Monitoring
- Execution: place, cancel, modify, slice orders; slippage control.
- Monitoring: P&L, risk exposure, volatility spikes, data quality, model drift.
- Emergency shutdown/degrade: explicit triggers (repeated anomalies, data failures, limit breaches).
6) Audit / Post-trade Review
- Record: data versions, features, signals, prompts/outputs, rationale, guardrail results, orders.
- Review: which rules held up, failure modes, and new guardrails to add.
Borrow from model risk management: effective challenge, ongoing validation, monitoring, outcome analysis, and documentation.
Human–AI collaboration: what the PM console should show
- Strategy intent panel: targets (return/drawdown), risk budget, allowed instruments, leverage ranges.
- Evidence & rationale panel: cited text evidence + structured extraction; annotated charts.
- Guardrail status panel: which checks passed/failed and why.
- Review & learning panel: timeline of signal → decision → order → outcome → explanation.
Minimum viable version (MVP)
- Start with paper trading / sandbox—avoid real capital at first.
- Focus on 1 market + 3 actions (open/close/stop-loss).
- Start with 5 guardrails: single-order size, single-order value, price deviation, order rate, emergency stop.
- UI first: “annotated chart” + “guardrail pass/fail reasons”.
- Log reviews from day one—stability depends on it.
Build the system as an explainable execution machine, not a black-box signal generator— that is the path to scale and long-term reliability.