Battle-Tested Quantitative Engineering & Digital Assets
Built for systematic hedge funds, algorithmic prop traders, and quant developers. Stop burning capital on look-ahead bias and unpenalized execution friction.
PRODUCTION RUNTIME
Algo-Trading Watchdog Sentinel Daemon
Zero-downtime Python process guardian for QMT, Interactive Brokers, and Binance. Solves UI thread deadlocks, auto-terminates zombie sockets, and deploys unexecuted order safety nets within 10 seconds.
Cut strategy max drawdown by up to 45% using institutional-grade dynamic volatility targeting and 120-Day trend gating. Includes reproducible 10-year backtest suite with real transaction costs.
Microstructure Python module implementing Square-Root Market Impact Law & dynamic friction penalization. Sanitize synthetic backtests before live capital allocation.
Eliminate lookahead bias and overlapping label contamination in financial machine learning. Production Scikit-Learn drop-in implementation of Marcos Lopez de Prado's Purged K-Fold.
Level-2 Order Flow Imbalance (OFI) Microstructure Engine
Ultra-short-term liquidity asymmetry extractor for Tick and 1-Minute Level-2 order book data. Predicts sub-minute quote revisions with vectorized C-optimized math.
Direct 1-on-1 architecture audit with our lead systems engineer. Eliminate look-ahead bias, benchmark real square-root market impact, and integrate automated execution pipes.