My own guess of their method is that it's built upon a philosophy of very short lifetimes for any given strategy. I'd guess they've optimized their ability to t

My own guess of their method is that it's built upon a philosophy of very short lifetimes for any given strategy. I'd guess they've optimized their ability to track the life cycle of a strategy, and perhaps generalized to different classes of approaches for generating new strategies. They probably have rules of thumb they follow and a culture and that promotes the group's ability to find new signals and temporary inefficiencies. Hence they'd be just about as non-stationary as the market itself. If you were dead set on doing an almost impossible finance project, then instead of reverse engineering you'd probably be better served by figuring out how to do life cycle management of signals yourself.