Integrated Trading System

About the Integrated Trading System

The integrated trading system combines multiple advanced components:

  • ML-Based Scoring: Uses machine learning to discover non-linear relationships in market data
  • Backtesting Framework: Tests strategies with realistic transaction costs and point-in-time data
  • Portfolio Management: Implements risk controls and position sizing based on expected edge
  • Execution Algorithms: Minimizes market impact through smart order routing

This system provides a complete workflow from analysis to trade execution.

Run Integrated System
For ASX stocks, use the format: APX.AX, WBC.AX, etc.
Uses gradient boosted trees to discover non-linear relationships in market data.
Simulates trade execution and updates portfolio accordingly.