Momentum Alpha

Quantitative trading system combining momentum and mean-reversion strategies on crypto and forex. Custom backtesting engine built on Polars for high-performance processing and Numba for JIT-compiled native-speed calculations. Dynamic position sizing based on volatility (ATR), adaptive stop-losses, walk-forward analysis and Monte Carlo simulation (10K runs) for stress testing. Metrics: Sharpe ratio, Sortino, max drawdown, profit factor. Real-time data via CCXT, equity curve and automated trade journal on PostgreSQL.

Technologies used