Client: Orcapod Capital
Role: Machine Learning Engineer | Quant Engineer
Project Objective:
Developed a real-time algorithmic trading system that autonomously executes trades based on predictive models.
Techniques:
- Long Short-Term Memory (LSTM) networks for time series forecasting
- Statistical analysis and signal processing for feature engineering
- Reinforcement learning for optimizing trading strategies
- Multithreaded architecture for high-frequency execution
- Scheduled automation using cron jobs
- Pattern recognition and anomaly detection
Key Accomplishments:
- Designed and implemented a deep learning-based trading bot that autonomously executes profitable long and short positions.
- Developed a modular strategy engine powered by LSTM networks and advanced machine learning algorithms, enabling dynamic adaptation to market conditions.
- Applied time series analysis and trend prediction techniques to train robust LSTM models on historical price data, resulting in a reliable and high-performing trading strategy.
- Engineered cross-correlation features between technical indicators (MACD, RSI, PVT) to enhance the predictive power of the models.