Python · machine learning · APIs
Nasdaq Futures Quantitative Research System
A research pipeline that cleans and analyzes 5-minute NQ futures data and tests breakout-based signals. Logistic Regression, Random Forest and neuroevolution models are evaluated out of sample on drawdown, win rate and risk-adjusted return (backtested). An API-integrated execution layer handles position sizing, logging and risk controls.
- Raw data
- Clean
- Features
- Models
- Backtest
- Risk & execution