Divergence Detector (Advanced)
Event-driven market scanner processing 500+ ticks/s
Media & Demos
Divergence Detector — Live Dashboard
Signal Analysis & Divergence Chart
Real-Time Signal Feed
Multi-Asset Correlation Heatmap
Divergence Detector — System Overview
Role
Lead Quant Developer
Period
2026
Category
trading
Overview
Event-driven market scanner processing 500+ ticks/s via WebSockets. Implements custom async signal processing logic to detect microstructure anomalies across fragmented liquidity pools. Features a High-performance dashboard with deep chart integration.
Key Highlights
- Multi-Indicator Analysis: Scans proprietary momentum metrics for conflicting price signals
- Real-Time Execution: Sub-50ms signal generation from raw WebSocket feeds
- Advanced Filtering: Proprietary logic to minimize false positives in ranging markets
- Professional UI: High-performance dashboard with deep chart integration
- Robust Backtesting: Strategy validated with a 1-month continuous backtest on a 16 vCPU VM
Tech Stack
What I Learned
I learned that data science and market dynamics can be incredibly complex and critical. However, when executed correctly, a strategy can be robust enough to remain profitable across all market regimes. The backtest for this strategy ran almost 1 month continuously on a 16 vCPU VM to validate its edge. (Note: Further case study details are confidential).