Istanbul, Türkiye
- Improved backend performance and reliability by identifying and optimizing database queries, implementing cross-request Redis caching for expensive API endpoints - Refactored client-side application architecture using Flutter, decoupling business logic from the presentation layer to ensure modularity and code reusability
- Transformed technical indicators into multidimensional feature sets to train SVM, Random Forest, and XGBoost, evaluating continuous regression via RMSE and discrete classification via F1-scores and confusion matrices - Designed momentum-based trading strategies and cross-asset correlation matrices to minimize portfolio risk and evaluate alpha generation - Optimized model evaluation infrastructure by refactoring custom mathematical indicators, accelerating the execution of parameterized strategy runs by 75%
- Engineered robust financial data pipelines using Python and Pandas, implementing rigorous integrity checks for delistings to ensure clean, structured inputs - Built a scalable backtesting architecture using Backtrader and a read-through cache, decoupling market data retrieval from strategy execution