Edge Discovery
ML-Powered Trading Edge Detection
Overview
Edge Discovery is a Python-based machine learning pipeline that discovers statistical trading edges from historical market data. It loads tick and minute bar data, engineers features including returns, ATR, volume, RSI, and microstructure metrics, then trains neural network models (LSTM, Transformer, MLP) using walk-forward validation. Discovered signals are backtested with configurable position sizing and risk management parameters.
Quick Info
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Platform
Python CLI + Jupyter Notebooks -
Industry
Trading & Financial Technology
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Key Features
Loads TickStory format tick and minute bar data
Automated feature engineering (returns, ATR, volume, RSI, microstructure)
LSTM, Transformer, and MLP neural network models
Walk-forward validation to prevent overfitting
Configurable backtesting with position sizing
Risk management parameter optimization
Statistical edge quantification and reporting
Extensible pipeline for custom data sources
Interested in Edge Discovery?
Contact us for a personalized demo or to discuss how Edge Discovery can help your business.