Alpaca Trading System & Backtest Framework
August 2025Developed an automated trading system that integrates with Alpaca's API to analyze over 1M historical market data points. Built a modular architecture with separate components for data collection, signal generation, risk management, and trade execution.
Results: Achieved 63.9% win rate, 12% annualized return, and Sharpe ratio of 1.3 in backtests. Implemented risk management safeguards including volatility-based position sizing and daily loss limits, reducing portfolio risk by approximately 30%. Maintained 99% system reliability through comprehensive logging and error handling.