Institutional-grade quantitative trading framework for Binance, OKX, and BitMEX. Features a low-latency execution engine (CCXT-free), multi-strategy concurrency (Trend/Scalp/HV), and a rigorous Walk-Forward Optimization (WFO) pipeline.

Walk-forward strategy generalization + robustness funnel analytics with Excel export and portfolio simulations.

Automatic crypto futures trading bot using Bollinger Band Squeeze strategy. Includes backtesting, optimization, and live trading modules.

🚀 Production-grade XGBoost pipeline for financial time-series forecasting. Features walk-forward validation (anti-leakage), multi-asset pooled training, SHAP explainability, and automated equity curve simulation for BTC, Stocks, and Gold. 📈

systematic trading strategies developed and validated using walk-forward analysis. The code is modular and structured for production backtesting.

This is my local algorithmic trading system

Showcase a scalable, low-latency algorithmic trading framework for multi-exchange quantitative copy-trading with robust backtesting tools.