Algorithmic Trading System

Hedge Fund in a Box: Production-Grade Quant

Multi-strategy hedge fund framework featuring AI-powered allocation, real-time market intelligence, and automated execution via Interactive Brokers.

Institutional-grade algorithmic trading
AI-enhanced decision making
Multi-strategy diversification
Real-time risk management
Production-ready infrastructure
Automated execution via IBKR

Multi-Strategy Portfolio

Four diversified strategies with dynamic AI-powered allocation based on market regime

25%

Cross-Sectional Momentum

Multi-timeframe momentum with confirmation signals

25%

Risk Parity

Volatility-balanced multi-asset allocation

25%

Value + Quality

Quantamental stock selection (low P/E + high margins)

25%

Pairs Mean Reversion

Market-neutral statistical arbitrage with cointegration

Core Capabilities

Production-grade infrastructure for institutional algorithmic trading

ML Stock Ranker

XGBoost-based ranking model with 25+ technical features and automatic retraining

DeepSeek LLM Allocation

AI-powered dynamic strategy allocation based on market regime and sentiment

Real-Time News Sentiment

Live analysis from CNBC, Bloomberg, Reuters, WSJ, and Financial Times

Federal Reserve Tracking

FOMC meetings, policy stance, rate path analysis for macro awareness

Alternative Data Signals

Options flow, credit spreads, insider activity, and prediction markets

IBKR Integration

Full Interactive Brokers API with dedicated client IDs for execution

Risk Management

Automated risk controls with configurable drawdown limits and defensive actions

Drawdown Limits

MetricLimitAction
Daily Drawdown3%Trading halt
Weekly Drawdown5%Trading halt
Monthly Drawdown8%Trading halt
Position Stop Loss8%Auto-exit
VIX Threshold> 30Panic mode

Alternative Data Signals

Put/Call Ratio(Options data)
15%
VIX Term Structure(^VIX, ^VIX3M)
15%
Credit Spreads(HYG-TLT)
15%
FedWatch Rates(CME FedWatch)
10%
Insider Activity(SEC filings)
10%
Momentum(SPY/QQQ technicals)
10%
AVWAP Levels(Volume-weighted price)
10%
Order Flow(Volume patterns)
5%
Unusual Options(Per-stock scanning)
10%

Automated Trading Schedule

Production-ready scheduler with optimized timing for maximum alpha capture

9:35 AM
Main daily rebalance
10:30 AM - 3:30 PM
Hourly trading decisions
Every 15 min
Intraday portfolio monitoring
4:05 PM
End of day summary
4:15 PM
Drift check and exposure adjustment

Ready for Institutional-Grade Algorithmic Trading?

Deploy a production-ready multi-strategy hedge fund system with AI-powered allocation.