To tackle the challenges of trading systems from another angle, I developed multiple crucial components and methods focused on screening and amplifying particular market features that improved trading agents. Powered by techniques for calculating specific score values of trading instruments.
A Long/Short portfolio of available trading instruments can be viewed as a new Synthetic ETF. Integrated components for producing Synthetic ETFs open an opportunity to leverage the procedure of particular market feature amplifying. Moreover, it allows the retuning of Synthetic ETFs to extend the lifetime of the instrument.
Inspired by the reverse idea, a new component mining the imaginary set of trading sub-instruments, if available trading instruments are treated as Synthetic ETFs. Uncover a way for data enrichment and better module work.
Increased functionality of the Trading Instruments Module by integrating components:
- Financial time-series forecasting implementation,
- Mining and using Alternative data (enhanced by the NLP techniques).