Data Governance Protocol
Last Updated: March 28, 2026. This document outlines the rigorous standards Yangtze Quant Systems maintains regarding the collection, processing, and protection of data within our quantitative trading systems and analytical frameworks.
Our quantitative trading systems are designed with a principle of data minimization. We collect information only when it is essential for the delivery of our static analytical frameworks or the maintenance of institutional accounts.
Data processing at Yangtze Quant Systems is bifurcated between operational necessity and analytical research. Customer data is never used to calibrate general market models; it is strictly partitioned to identify authorized users and maintain audit logs.
Our internal trading analytics do not rely on PII (Personally Identifiable Information) but rather on anonymized market signals and structural framework parameters.
Data is retained only as long as an active institutional relationship exists, or as mandated by Japanese financial record-keeping laws. Inactive account data is purged following a 24-month cooling period, ensuring no stale data exists within our production environments.
Every packet transmitted between your infrastructure and Yangtze Quant Systems is encrypted using TLS 1.3 or higher. Within our quant systems, we utilize AES-256 for data at rest, verified through bi-annual third-party audits.
Request a comprehensive report of all personal or corporate data currently indexed within our systems.
Request the immediate decommissioning and deletion of account data, subject to regulatory lock-in periods.
Export your analytical history and system configurations in standard machine-readable formats.
