Quantitative Trading Signal Classification
Built data annotation framework for trading signal classification and backtesting validation. Labeled market patterns including Keltner Channel breakouts, volume profiles, and price action signals across multiple timeframes. Developed quality control protocols for time-series data ensuring temporal consistency. Created ground truth datasets for strategy validation covering 3+ years of historical data. Implemented annotation pipelines in Python and C# for integration with cTrader and NinjaTrader platforms.