Market Microstructure Intelligence Framework (MMIF): A Decision-Centric Research Architecture for Strategic Alpha Discovery in Quantitative and High-Frequency Trading Firms

This preprint introduces the Market Microstructure Intelligence Framework (MMIF) as a novel conceptual architecture designed to advance market research capabilities within quantitative and high-frequency trading firms. The proposed framework reconceptualizes market research as a continuously adaptive intelligence process that extends beyond the identification of isolated predictive signals. By integrating principles derived from market microstructure theory, decision science, adaptive intelligence, behavioral modelling of market participants, and strategic simulation, MMIF seeks to establish a foundation for more robust and forward-looking approaches to alpha discovery and strategy development.