An automated trading system that ingests market data from Databento, processes it through a custom pipeline, and executes trades across multiple strategies. Built as a two-person team, reaching out to and learning from experienced finance professionals along the way.
How It Works
Data Ingestion
Pulls stored historical data and live market feeds from Databento for real-time and backtesting analysis.
Processing Pipeline
Cleans, normalizes, and enriches raw market data through a custom processing pipeline.
Strategy Engine
Routes processed data to multiple concurrent strategy algorithms — momentum, mean reversion, breakout, and more.
Trade Execution
Strategies emit buy and sell signals that execute trades automatically with risk management controls.
Role
Developer
Team
2 people
Year
2025 — Present
Tech Stack
TypeScriptPythonDatabentoWebSocketsSSHTest-Driven DevelopmentLocal Git
Private Project