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Algorithmic Trading

This is an evolving collection of trading models where I continuously build and refine machine learning pipelines for market prediction.

Each folder is a self-contained strategy with modular code and full backtesting support.

Pipelines

  • MSFT_algo/ - Gradient Boosting classifier trained on engineered MSFT financial features; full model validation using time-series CV and backtested trading logic to assess deployability
  • SVM_pipeline/ – SVM classifier with macro features and time-series CV (tuned for tech stocks)
  • x4_pipeline/ – 4-model ensemble (LR, RF, XGBoost, LGBM); fixed parameters used to avoid overfitting from excessive tuning

Usage

Each folder includes its own README.md and requirements.txt. Run independently.

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Applying ML to finance - systematic trading.

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