Data & machine learning
The Trading Machine
A self-running research lab that ranks stocks with machine learning, trades the ranking on paper, and reports its results with honest statistics.
- Type
- Research system & live site
- Built with
- Python, machine learning
- Features
- Ranking, paper trading, reporting
- Live at
- bwian.org/trading
The brief
Most trading dashboards show what went right. The goal here was a system that does the work by itself, day after day, and reports its results with the statistics needed to judge them, including when the honest answer is “not significant yet.”
What we built
A pipeline that gathers market data, trains models to rank a universe of stocks, builds a paper portfolio from the ranking and publishes the outcome to a public site. Everything runs unattended on a schedule.
Under the hood
A fuller write-up of the modelling and evaluation approach is coming soon.