Created a research laboratory project for forecast creation.
Variety list of factors used for making non-linear time-series forecasts, using multi-density probability predictions.
The solution is searching for the most suitable factors, verify them, and create multi-level forecast core.
TRADING STRATEGY GENERATOR
The solution for automated/semi-automated development of trading strategies for selected instruments, trading style (Momentum, mean-reverse, Stat-Arbitrage, scalping, ...) powered by deep learning, machine learning, genetic/evolution technics.
The solution include:
TRADING STRATRGY GENERATOR SOLUTION
Developed multi-server solution for automated trading strategy generation.
The solution for creating, rebalancing, testing the portfolios.
Working with a different type of assets including alphas.
Some of the features:
CLIENTS TRADES ANALYZER
The system for real-time analysis of all trades from MT4-Manager in order to find suspicious or risky client behavior.
In a phase of developing a machine-learning scoring system was found a set of clients, that trades extremely well, but for a limited amount of time, and then disappear. Designed advanced systems for finding that kind of traders, combining their trades into a portfolio with applied risk metrics and sending that trades to any MT4 terminal.
Practiced machine learning techniques for analyzing and clustering of 200 000+ clients. Data includes registration information, trading activity, transactions.
Applied research results for a variety of practical applications with the aim to maximize customer lifecycle included:
RISK CONTROL & DEALING TOOLS
Due to applying of a developed tool for dealing, equity profitability increased by 50+%. Obviously, it is a result of a set of actions, where an only part was developed tools for dealing.
DEEP NEURAL NETWORKS
Implement various solution, using Keras(TF) and PyTorch for Deep Reinforcement learning, forecasting, designing trading strategies, trading strategies market module.
As well apply NN framework for various tasks, including price forecasting, risk analyses, exposure forecasting, artificial data generation, ...
ADVANCED STRATEGY ANALYSES MODULE
The solution for extensive analyses of trade strategies and conducting details reports. Bring insights of trading weak points, risk estimation, a potential for improvements.
Include 70+ analytical module, which can be custom used by a user, depending on a type of analyses needed.
One of the crucial parts of the analytical system is a cutting edge forecasting technology, that was made especially for trading systems and brings a dramatic increase in accuracy of risk estimations.
Another one is a multiple mechanism of verification trading strategies, in order to discover hidden risks, and mesure the robustness level.