Project

AlphaGate

An algorithmic trading and regime-gating engine. Strategy logic keys off market-regime detection, so it only trades in conditions it was actually designed for.

PythonQuantRegime detectionAlgorithmic tradingBacktesting

View on GitHub All projects

Overview

What it is

An algorithmic trading engine whose strategy logic keys off market-regime detection, so it only trades in favorable conditions rather than running continuously and hoping the market cooperates.

Build

What I built

A regime classifier that sits in front of the strategy layer and gates entries and exits.
Strategy logic that stands down when the detected regime is unfavorable, instead of trading through conditions it was never designed for.
Backtesting and validation tooling to check the gating actually earns its keep rather than just reducing turnover.

Findings

What held up

The gate is the edge. Treating the prevailing regime as a precondition for taking risk means the edge comes as much from knowing when not to trade as from the signal itself.

Fails safe. When the classifier is unsure the default is to stand down. A missed trade costs opportunity; a trade in the wrong regime costs capital.

Stack

Built with

Language

Python

Research

Regime classificationStrategy logicBacktestingValidation tooling

Want the detail?

The source is on GitHub. If this is the kind of system your team needs, I would like to hear about it.

View AlphaGate on GitHub Get in touch