Systematic strategies are coded into algorithms that generate trading signals based on historical data, technical indicators, or macroeconomic inputs. They can range from high-frequency arbitrage to long-term trend following. Systematic traders rely on robust infrastructure, including APIs and execution venues with minimal latency. Backtesting, risk simulations, and model validation are core components. These strategies are popular among quant funds and offer transparency and repeatability — key advantages for institutional allocators seeking scalable, data-driven returns with minimized behavioral biases.