Upgraded the intraday quant pipeline to institutional standards by implementing Almgren-Chriss slippage, Platt-calibrated ML ensembles, pre-market NLP, TWAP execution chunking, and automated real-time risk controls.
python redis machine-learning natural-language-processing lightgbm portfolio-optimization quantitative-finance algorithmic-trading timeseries-database risk-management market-microstructure catboost conformal-prediction vwap timescaledb option-greeks financial-nlp execution-algorithms orderbook-dynamics
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Updated
Jun 4, 2026 - Python