  We describe an end-to-end real-time S&P futures trading system. Inner-shell
stochastic nonlinear dynamic models are developed, and Canonical Momenta
Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell
trading models dependent on these indicators. Recursive and adaptive
optimization using Adaptive Simulated Annealing (ASA) is used for fitting
parameters shared across these shells of dynamic and trading models.
