About the Validation Framework
The framework includes:
- Multi-layer risk assessment
- Calculation of Sharpe, Sortino, Calmar ratios
- Forward-testing using 90-day rolling windows
- Stress scenarios based on 2008, 2020, and 2022 volatility
- Latency and slippage simulation under high-traffic conditions
- Regime-shift sensitivity analysis
Purpose of the Collaboration
This initiative ensures that teacher-developed AI quant models receive a rigorous, transparent evaluation process before any potential user access is considered.
DUTT stated that the framework reinforces its commitment to safety, compliance, and long-term platform integrity.
Future Development
Upon completion of Phase 1 validation, Morales’ team and DUTT quants will co-develop enhanced logic modules designed for multi-asset arbitrage filters and structural trend detection.
About DUTT Cryptocurrency Exchange Ltd
DUTT Cryptocurrency Exchange Ltd, founded in 2021 and headquartered in Denver, Colorado, is a global digital asset trading platform built on the principles of security, transparency, and institutional-grade compliance. Backed by US$50 million in registered capital and led by Wall Street veteran Darryl Joel Dorfman, DUTT provides a full suite of services including spot trading, derivatives, institutional custody, quantitative trading, and Web3 financial products.
Last modified: December 30, 2025
