Giorgi K.

Algo Trading Bots, Institutional-Grade | PhD Quant | 10+ Yrs | AI-Bot

I engineer institutional-grade algorithmic trading systems that combine quantitative finance, deep learning, and real-time market intelligence. WHAT I BUILD ⚡ End-to-End Trading Bots Full pipeline: signal generation → order execution → risk management Exchange integration: Kraken, Interactive Brokers, Binance, Bybit APIs Low-latency execution via REST & WebSocket connections Multi-asset support: crypto, equities, futures, forex 🧠 AI/ML-Driven Alpha Generation Deep Reinforcement Learning agents (PPO, A2C, SAC) for adaptive strategy optimization LSTM/Transformer models for price trajectory forecasting Ensemble methods: XGBoost, LightGBM, Random Forest for feature-rich prediction Online learning systems that adapt to regime changes 📰 Real-Time News & Sentiment Alpha Live news ingestion from Bloomberg, Reuters, Twitter/X, Reddit, Telegram NLP pipelines: FinBERT, GPT-based sentiment extraction Event-driven trading: earnings, FOMC, CPI, geopolitical triggers Alternative data integration: social sentiment scores, fear & greed indices, on-chain metrics 📊 Quantitative Research & Backtesting Walk-forward optimization with out-of-sample validation Monte Carlo simulations for strategy robustness Realistic market microstructure modeling (slippage, partial fills, latency) Statistical edge validation: Sharpe, Sortino, Calmar, max drawdown analysis TECHNICAL ARSENAL Languages: Python, R, SQL, MQL5 ML/DL: PyTorch, TensorFlow, scikit-learn, stable-baselines3 NLP: HuggingFace Transformers, spaCy, FinBERT, LangChain Data: pandas, NumPy, Polars, Apache Kafka, TimescaleDB Backtesting: Backtrader, VectorBT, QuantConnect, Zipline Execution: ccxt, ib_insync, Alpaca API Infra: Docker, AWS, GCP, Redis, PostgreSQL Viz: Power BI, Plotly, Streamlit dashboards MY DEVELOPMENT PROCESS Phase 1 → Strategy Discovery & Alpha Research Phase 2 → Feature Engineering & Model Development Phase 3 → Rigorous Backtesting & Stress Testing Phase 4 → Paper Trading Validation Phase 5 → Live Deployment with Kill Switches & Risk Controls Phase 6 → Continuous Monitoring & Model Retraining CREDENTIALS 🎓 PhD in Statistics & Data Science 🏦 10+ years in quantitative finance 🏛️ Former Team Lead — National Bank of Georgia 💼 Institutional experience: TBC Bank, IFC, hedge funds ($500M+ AUM) ⭐ Top Rated on Upwork | 5-Star Client Feedback IDEAL PROJECTS ✅ Custom trading bot development (crypto, stocks, futures) ✅ RL-based portfolio optimization agents ✅ Sentiment-driven trading systems ✅ Existing strategy automation & optimization ✅ Quant research & alpha discovery ✅ High-frequency data pipeline architecture