A group of mathematicians and computer programmers collaborated under the One Investment Way title to design a generic mathematical system for developing stock market investment strategies. It was oriented on dedicated professional investors who are willing to spend their time and considerable efforts to compete on modern stock markets. The project was launched in 2001, Toronto, Canada and evolved through several significant redesigns. About ten years later it reached mature stage with core functionality completed. After about 4 years of field testing we decided to publish the first version of this system.