Low-Latency Alpha Signal Discovery
Problem: Rapid signal decay and the manual feature engineering bottleneck were preventing a Tier-1 hedge fund from capitalizing on micro-market inefficiencies.
Architecture: Custom Neural Architecture Search (NAS) integrated with a low-latency C++ execution engine. The platform automates the discovery of non-linear features from multi-modal order book data, utilizing evolutionary algorithms to optimize for Sharpe Ratio and maximum drawdown constraints simultaneously.