Quantitative Models
Dip Detection Model
A dual model trading system that uses machine learning to predict buy and sell opportunities in stock trading. The buy side model identifies entry opportunities during price dips, while the sell side model identifies exit opportunities near price peaks.
Portfolio Allocation Algorithm
An algorithm that allocates capital to trades based on confidence of returns to allow for optimal risk-adjusted returns.
Quantile Regression Neural Network
LSTM (Long Short-Term Memory) quantile regression model that predicts price distributions, not just point estimate, enabling probalistic trading strategies and options market analysis.