Data Science Projects in Salò
Data Science Projects in Salò
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22
Edgaras Kamandulis
Pro
Evolutionary Parameter Tuning Engine (Python) To solve the problem of market stagnation in HFT (High-Frequency Trading), I architected a Genetic Algorithm that evolves the bot's configuration in real-time. Instead of static settings, the system spawns a population of 40 different trading 'personalities'. It forces them to compete in a stochastic simulation based on recent market data. The Process: Selection: The top 10% performing configurations are isolated. Crossover: Their traits (RSI thresholds, Risk multipliers) are spliced together. Mutation: Random variations are introduced to discover new local optima. As shown in the terminal log, the system automatically evolved a strategy that increased efficiency from 263.3 to 492.8 in 15 generations, injecting a high-frequency aggressive configuration into the live bot.
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11
Edgaras Kamandulis
Pro
Spectre Engine: Signal Processing Core Engineered the mathematical heart of the Leviathan ecosystem using Singular Spectrum Analysis (SSA) and Kalman Filters. Key Capabilities: Signal Separation: Uses SVD decomposition to isolate the "True Value Line" of an asset from market noise. Predictive Modeling: Calculates the Hurst Exponent in real-time to classify market regimes (Trending vs Mean Reverting). Quantum Radar: A visual heatmap for identifying hidden divergences invisible to standard indicators.
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