- Built an object-oriented time series database management system on SQL and Pandas.
- System analyzes incoming stock data with a correlative analysis algorithm to generate lists of correlated stock pairs.
- Implemented a statistical arbitrage trading strategy that executes through TD Ameritrade and Robinhood APIs.
- Autonomous algorithm can effectively predict volatility at a 90% confidence level and whether the opportunity is a buy or sell at a 75% confidence level.