Mean Reversion OU Trading Bot

Develop an automated trading bot that identifies and exploits mean-reversion opportunities in financial markets using the Ornstein-Uhlenbeck (OU) process.

The bot continuously ingests real-time price data, estimates OU process parameters, and generates trading signals when prices deviate significantly from the modeled mean.

• Position sizing adapts to the strength of the signal
• All trades are simulated and visualized for performance review
• Entire pipeline is containerized for robust, 24/7 operation

The strategy consistently delivered positive results in backtesting, demonstrating robust performance across multiple assets.

Key challenges encountered during development and deployment:

• Maintaining estimator robustness during market regime shifts
• Ensuring fault tolerance for continuous operation
• Balancing execution speed with statistical confidence