SamarthChaudhary-22/Hedge_Fund_Algo
A professional-grade, dual-engine algorithmic hedge fund for Alpaca Markets. Features 24/7 continuous trading, ML-driven sentiment analysis (Genetic Algorithms), Numba-optimized backtesting, and a proprietary "Ratchet" risk management system.
What's novel
A professional-grade, dual-engine algorithmic hedge fund for Alpaca Markets. Features 24/7 continuous trading, ML-driven sentiment analysis (Genetic Algorithms), Numba-optimized backtesting, and a proprietary "Ratchet" risk management system.
Code Analysis
9 files read · 3 roundsA dual-engine Alpaca trading bot that runs mean-reversion long and momentum-breakdown short strategies on S&P 500 stocks, using Z-Scores, VADER sentiment, factor orthogonalization, options-based hedging, and a CUDA genetic algorithm to optimize keyword-based crash prediction.
Strengths
Genuine implementation depth across multiple non-trivial domains: Black-Scholes greeks with multi-source IV estimation, Numba CUDA genetic optimization, weighted least squares factor orthogonalization, and tape-reading absorption detection. The system is a complete, runnable trading pipeline rather than a toy.
Weaknesses
Zero test coverage, significant code duplication between the long and short bots (FactorOrthogonalizer, get_technical_data, check_tape, stale order logic all copy-pasted), and the 'genetic algorithm' is a simple single-point mutation GA that the README overstates as 'millions of combinations.' No unit tests, no integration tests, no CI test pipeline—only deployment workflows.
Score Breakdown
Signal breakdown
Innovation
Craft
Traction
Scope
Evidence
Commits
183
Contributors
3
Files
18
Active weeks
12
Repository
Language
Python
Stars
1
Forks
0
License
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