• The Adaptive Quantum Doctrine of Breakevens & DAATS in GATS

    • November 22, 2025
    • Posted by: DrGlenBrown2
    • Categories: Financial Engineering & Algorithmic Trading, Quantitative Risk Management
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    The Adaptive Quantum Doctrine of Breakevens & DAATS in GATS

    Discover how GATS integrates Fractional Breakevens, Post-BE Dissipation, and DAATS into a quantum-adaptive risk system that minimizes drawdown and maximizes trend survival.

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  • The Foundations of GATS: From EMA Zones to Quantum Risk Dynamics

    • October 31, 2025
    • Posted by: DrGlenBrown2
    • Categories: GATS Lecture Series — Algorithmic Risk and Volatility Engineering, Global Algorithmic Trading Software (GATS)
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    Discover the foundational principles of GATS — Dr. Glen Brown’s advanced algorithmic trading framework that fuses EMA Zones, ATR-based risk logic, and quantum-inspired volatility management.

    Discover the foundational principles of GATS — Dr. Glen Brown’s advanced algorithmic trading framework that fuses EMA Zones, ATR-based risk logic, and quantum-inspired volatility management.

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  • Two-Stage Trend-Following with GATS Strategy 5: From Macro Filters to Hourly Execution

    • July 6, 2025
    • Posted by: DrGlenBrown2
    • Category: Trading Strategies
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    Two-Stage Trend-Following with GATS Strategy 5: From Macro Filters to Hourly Execution

    A comprehensive guide to combining multi-timeframe EMA filters with GATS Strategy 5 on the 1-hour chart, including ATR-based stops and profit targets.

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  • Dr. Glen Brown’s Nine-Laws Framework Adaptive Volatility & Risk Management for Global Markets

    • June 16, 2025
    • Posted by: DrGlenBrown2
    • Categories: Algorithmic Trading, ATR Trailing Stops, Model Validation “Law Rebirth”, Portfolio Construction, Risk Management, Volatility Modeling
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    Infographic: Overview of Chapters 1–20 in Dr. Glen Brown’s Nine-Laws Framework Book

    Explore Dr. Glen Brown’s Nine-Laws Framework for Adaptive Volatility and Risk Management: an in-depth guide to regime detection, adaptive stops, break-even logic, portfolio noise budgeting & continuous model rebirth.”

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  • Dynamic Adaptive ATR Trailing Stops (DAATS): Volatility-Scaled Exits

    • May 6, 2025
    • Posted by: DrGlenBrown2
    • Category: Risk Management / Algorithmic Trading
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    Dynamic Adaptive ATR Trailing Stops (DAATS): Volatility-Scaled Exits

    Learn how to deploy Dynamic Adaptive ATR Trailing Stops (DAATS) using ATR(89), square-root multipliers, and EMA zones to optimize trade exits.

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  • Adaptive Risk Management Unleashed: The Dynamic ATR Trailing Stop (DAATS) Advantage

    • March 10, 2025
    • Posted by: DrGlenBrown2
    • Category: Financial Engineering
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    Adaptive Risk Management Unleashed: The Dynamic ATR Trailing Stop (DAATS) Advantage

    Learn how the Dynamic ATR Trailing Stop (DAATS) offers a groundbreaking, adaptive approach to risk management, seamlessly integrating volatility and time scaling for enhanced trading outcomes.

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  • Global Rapid Trend Catcher Insight Series #5: Refining Risk Management in Algorithmic Trading

    • May 12, 2024
    • Posted by: DrGlenBrown2
    • Category: Algorithmic Trading Insights
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    Global Rapid Trend Catcher Insight Series #5: Refining Risk Management in Algorithmic Trading

    Dive into the updated Global Rapid Trend Catcher Strategy with enhanced risk management and dynamic ATR trailing stops for improved trading results.

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