A crypto-focused quantitative research platform combining multi-exchange data, real-time and historical charting and screening, highly customized indicators, vectorized multi-assets backtesting, and advanced analytics to streamline strategy development. [more]
A crypto-focused quantitative research platform:
Built a data warehouse with automated data collection pipelines, integrating historical and real-time crypto data via API/WebSocket.
Created custom indicator workflow, allowing on-the-fly creation of complex signals using any combination of available market data and mathematical functions.
Optimized platform for speed and scalability, handling multi-asset simulations and backtests efficiently with minimal memory overhead, fully vectorized with NumPy for high-speed batch processing across hundreds of assets.
Developed backtesting and optimization engine with performance evaluation, and walk-forward analysis.
Designed interactive visualizations: dynamic heatmaps, indicator plots, clustering diagrams, and decision-tree displays for rapid pattern detection.
Enhanced usability and productivity with features like an idea journal, automated screener styling (color-coded by range of indicator values), and real-time filtering to accelerate pattern discovery.
