Samanvay Malapally Sudhakara

Samanvay Malapally Sudhakara

Quant | Data Scientist | Machine Learning Engineer | Researcher

Forex Ladder Trading Strategy (practicum sponsored by BP Trading)

Link to the project

  • Enhanced return potential by developing Forex Trading Strategy leveraging quantitative techniques for grid & lot sizing optimisation
  • Sped up backtest up to 2000x using Just-In-Time Compilation on tick data from various major currency pairs
  • Optimised Proprietary Trading Models by hyperparameter tuning using various automated techniques (Optuna, PySwarm, DEAP (Genetic Algorithms)) & utilized strategy validation techniques (Walk-Forward Analysis, Monte Carlo Simulations) to ensure robustness.