Our Technology

A detailed look at the engine, infrastructure, and processes that power AlphaMachine's performance.

System Architecture

📊 Data Collection & Preparation
QuantConnect
Data Provider
Download of 28 main forex symbols
High-quality market data
Multiple timeframes & resolutions
⚙️ Feature Engineering & Data Processing
Feature Engineering
Market Signal Extraction
Subtle pattern recognition across 100,000+ features
Technical indicators (RSI, MACD, Bollinger)
Price patterns & momentum features
Volatility & correlation metrics
Time-series transformations
🧠 Deep Reinforcement Learning (DRL) Training
Gymnasium
DRL Environment
Customized trading environment
Accurate representation of market dynamics
State space: Engineered features
Action space: Trading decisions
Reward function: Portfolio optimization
Stable Baselines 3
DRL Algorithms
PPO, A2C, SAC, DDPG, TD3 algorithms
Multi-agent training
Model checkpointing
Hyperparameter Optimization:
  - Environment parameters
  - DRL & algorithm-specific parameters
  - Neural network (topology, learning rate, batch size)
🔬 Out-of-Sample Validation
QuantConnect
LEAN Backtest Engine
Out-of-sample testing
Realistic market conditions
Transaction costs & slippage
Performance analytics
💾 Performance Analytics & Storage
Cloud Database
Performance Metrics
Comprehensive KPI tracking:
CAR
Sharpe Ratio
Expectancy
Drawdown
Win Rate
Sortino Ratio
Kelly Criterion
Alpha/Beta
🎯 Intelligent Model Selection
Ensemble Selection
Multi-Criteria Ranking
Rank models by:
• Compound Annual Return
• Expectancy Score
• Sharpe Ratio
• Risk-adjusted metrics
Dynamic weight allocation
⚡ Live Trading Execution
QuantConnect
Live Trading Engine
Real-time execution
Ensemble model deployment
Risk management
Performance monitoring
Automated rebalancing
Forex Brokers
Market Access
28 forex pairs
Efficient order execution
Low latency connections
Institutional liquidity
🔄 Continuous Learning Loop: Model retraining with new market data ensures adaptive performance in evolving market conditions

This comprehensive architecture demonstrates how our deep reinforcement learning models process market data through advanced feature engineering, rigorous backtesting, and intelligent ensemble selection to deliver superior trading performance.

Forex Strategy Backtest Results

Our platform provides a detailed and transparent view of strategy performance. To view sample backtest results, please click the button below.

Technology Infrastructure

QuantConnect

Industry-leading algorithmic trading platform providing robust backtesting capabilities, data access, and deployment infrastructure.

LEAN Engine

Open-source algorithmic trading engine that powers sophisticated quantitative trading strategies with institutional-grade infrastructure.

Cloud Computing

Leveraging cloud infrastructure for scalable computing power, enabling intensive model training and real-time trading execution.