The pre-MFE quant finance roadmap I built for myself: 9 phases, ~8 months, every one gated behind a project you have to build.
A pre-registered time-series momentum replication on 25 liquid ETFs, and what happened when it was tested honestly.
Tick-by-tick futures microstructure engine.
Asset-agnostic quantitative trading platform. Phase-gated qualification, frozen R4 strategy, live MT5 broker, 7-risk-gate enforcement, crash-resistant audit trail.
Algorithmic trading research and execution platform for futures — test a strategy against real market data bar by bar, replay the tape as it happened, and follow it live.
Quantitative research and automated trading infrastructure for XAUUSD, combining market microstructure, cross-market futures data, statistical validation, portfolio risk management and MT5 execution.
Institutional RWA liquidity risk engine: Basel III dynamic haircut calibration & Almgren-Chriss fire-sale liquidation modeling.
A production-grade automated trading system implementing a multi-ticker mean reversion strategy across the Magnificent 7 equities via the Trading 212 API. Built with a strong focus on reliability, fault tolerance, and real-world deployment, the bot continuously scans markets in 30-minute intervals, executes trades based on RSI and long-term trend.
To associate your repository with the quantitative-finance- topic, visit your repo's landing page and select "manage topics."