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Mean Reversion OU Trading Bot

Algorithmic Trading • Quantitative Finance • Automated Systems
Walk-Forward
Validation
Out-of-Sample
Testing
Dynamic
Position Sizing

Objective

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

Methodology

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

Results

The strategy was validated out-of-sample and with walk-forward analysis across multiple assets — testing how performance behaves when assumptions change, with realistic transaction costs and execution constraints.

Validated beyond the backtest: out-of-sample, walk-forward, and sensitivity-tested

Challenges

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

Technologies Used

PythonPandasNumPySciPyMatplotlibyfinanceDockerJupyter/Binder/Colab
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