Alpha research pipeline
WorldQuant BRAIN · research consultant
Built brainminer, a Python pipeline that generates candidate trading signals, simulates them at scale, and screens them against the platform's live submission gates before a human ever looks at one. Genetic search runs across separate data-family populations; a TF-IDF retrieval layer maps a research hypothesis onto candidates from a field catalogue of roughly 90,000 fields. A local correlation stage decides which surviving signals are independent enough to be submitted together. Signals produced by this pipeline have been accepted into production.
- Python + SQLite
- Parallel simulation workers
- Genetic + retrieval search
- Live gate screening