From market data to paper execution
I built a rule-driven five-minute futures research system with market-data and indicator components, backtesting and an OKX demo paper runtime.
LAB / INDEPENDENT / RESEARCH / 2026.04
PROJECT I researched rule-based five-minute futures strategies through historical backtesting and an OKX demo paper-trading runtime.
SKILLS Python · PostgreSQL · Backtesting · OKX
HIGHLIGHT Backtesting and demo paper execution; research results only.
OVERVIEW
Researches five-minute futures scalping. Evaluates rule-based strategies with historical data. Includes an OKX demo paper-trading runtime.
DEVELOPMENT JOURNEY
I built a rule-driven five-minute futures research system with market-data and indicator components, backtesting and an OKX demo paper runtime.
I keep research hypotheses, historical simulations and paper-mode results distinct from actual trading outcomes.