ML & quantitative research
ML trading models
A reproducible research workflow that keeps point-in-time data, experiments and promotion gates separate from live execution.
DATA / FEATURES / MODEL / VALIDATE
01 / Challenge
The operating constraint
Market models are especially vulnerable to leakage, unstable labels, optimistic costs and experiments that cannot be reproduced once conditions change.
02 / Solution
A system, not a patch
We structure datasets, features and evaluation around temporal integrity. Models advance only through explicit offline and shadow gates, with production routing remaining outside the research environment.
03 / Components
Core building blocks
- 01Point-in-time datasets
- 02Deterministic feature pipelines
- 03Walk-forward evaluation
- 04Promotion and monitoring gates
04 / Business value
What the architecture enables
- 01Comparable experiments
- 02Visible assumptions and costs
- 03Reduced leakage risk
- 04Controlled path from research to operations
Domains & illustrative technologies
PythonPyTorchPolarsParquetExperiment trackingStatistical validation
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