Projects
A selection of my work in quantitative finance and software development.
Mean Reversion Algorithm
A quantitative trading algorithm developed in C# for the cTrader platform, based on the underlying principle of Ordinary Least Squares (OLS) regression. Profitable in backtesting on forex markets, highlighting the challenges of transaction costs.
Market Structure Shift Indicator
A technical indicator designed to identify shifts in market structure and trend continuations. When used with other confluences, it provides valuable signals for discretionary and algorithmic traders.