Lucra Trading
- Architected and developed an automated cryptocurrency investing platform that has been live trading since August 2020, managing over 250% returns with a Sharpe Ratio of 2.1.
- Led developers through sprints for designing, testing, and deploying automated trading systems.
- Developed streaming algorithms to perform rapid streaming analytics from a single pass of the data with extremely low memory requirements and low latency.
- Developed custom backtesting system that allowed for rapid iteration of strategy testing.
- Developed trading system to perform strategy searching from starting suggestions, allowing the system to continually improve and adapt to market conditions. A reinforcement learning agent makes re-training given the market analytics streams.