trader
#python#fastapi#next.js#typescript#tailwind css#neon postgres#docker#github actions#zerodha kite connect
autonomous trading system for indian equity markets using short-term mean-reversion on nifty 100 stocks.
multi-engine autonomous trading system targeting nifty 50 and nifty 100 stocks. uses a short-term mean-reversion strategy — identifies stocks with the largest declines over a 5-21 day lookback and bets on a rebound within 5 trading days. features a regime classifier (bull/neutral/weak) that dynamically adjusts capital allocation using information coefficient, win rate, momentum, and market breadth. includes risk management layers with drawdown dampening, recovery boost, and kill switches. integrates with zerodha kite connect for live/paper trading. backtested over 5.4 years with 54-58% win rate and +40% combined returns.
/ how it works
01regime classifier evaluates market conditions
02stock ranker identifies top reversal candidates
03risk guardian validates exposure limits
04trade executor places orders via zerodha
/ features
multi-engine design
separate engines for large-cap (nifty 50) and midcap (nifty 100) universes with independent strategies.
regime classifier
categorizes market conditions as bull, neutral, or weak and dynamically adjusts capital allocation.
risk management
regime-based exposure gates, drawdown dampening curves, recovery boost, and kill switches on declining win rates.
paper trading
full paper trading mode that logs trades, snapshots, stock rankings, and regime transitions daily.
dashboard
real-time frontend with market status, regime display, pnl tracking, price charts, and replay mode.