AlphaGo-Inspired Deep RL Trading Engine
A Deep Reinforcement Learning execution & portfolio management agent trained on Level-2 order book dynamics using PPO algorithms.
Ultra-Low Latency C++20 Limit Order Book & Backtester
An event-driven backtesting engine written in modern C++20 engineered for nanosecond market execution throughput.
Temporal Fusion Transformer for Multi-Horizon Volatility
Deep learning architecture leveraging Temporal Fusion Transformers (TFT) to forecast high-frequency realized volatility regimes across …
FinLLM: Event-Driven Quantitative Sentiment Engine
Real-time financial NLP pipeline using fine-tuned Llama-3 models to parse FOMC transcripts and corporate 10-K filings into quantitative …
GPU-Accelerated Cross-Sectional Alpha Factor Mining Engine
Distributed CUDA & C++ kernel framework for high-speed cross-sectional alpha factor generation and orthogonalization across 10,000+ …