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Automated Trading Research

trading-research

Research into strategies, risk, and backtests before live trading

What I built

Experiments keep the Shinhan i indi gateway on Windows separate from the strategy, risk, and backtesting environment on Debian. An auxiliary intraday strategy was tested separately but was not merged into the existing strategy because of the short sample and sensitivity to costs.

Started
2026.08
Last update
2026.09.01
Status
Testing
Current work
Strategy backtesting and cost checks
Platforms & technologies
Windows gateway · Debian server · Backtest · Risk controls

History

  1. Separating execution environments

    Separated the responsibilities of the Windows brokerage integration and the Debian strategy server.

  2. Backtesting tools

    Built tools and tests to reproduce and verify strategies before placing actual orders.

  3. Testing an auxiliary intraday strategy

    The sample of 25 trading days and 17 observations showed potential, but it failed cross-validation and cost stress tests, so it was not merged into the existing strategy.