Description:
A capstone project developed in collaboration with an industry partner under NDA. I collaborated to build tooling for constructing and validating automated trading strategies including a strategy builder, a configurable rule library, and a grid-based stop loss tester. A parameter optimizer handled threshold tuning, and strategies were evaluated against historical data through a provided backtesting engine. Our strategies consistently outperformed buy-and-hold baselines and prioritized loss reduction and drawdown control over raw return maximization.
Abstract:
A suite of tools for building, tuning, and backtesting automated trading strategies. The system allows configurable buy/sell rules to be composed into strategies and validated against historical market data.