Architecting Self-Improving Neural Systems, Multi-Domain Mixture of Experts (MoE), and Low-Latency Institutional Quantitative Execution Engines for MetaTrader 5.
I design and deploy end-to-end autonomous trading architectures combining non-stationary deep learning, order flow microstructure analytics, and deterministic risk arbitration:
- ποΈ Mixture of Experts (MoE) & Dynamic Gating: Routing high-frequency market regimes across specialized neural representations (Technical, Macroeconomic, and Microstructure/Fundamental) with Shannon entropy collapse safeguards (
$H \ge 0.35$ ). - π Continual Online Adaptation: Preventing catastrophic forgetting in financial non-stationary distributions via Elastic Weight Consolidation (EWC) penalty matrices and balanced experience replay memory.
- π¬ Market Microstructure & Alternative Data: Extracting alpha through Order Flow Imbalance (OFI), Volume-Synchronized Probability of Toxicity (VPIN), Fractional Differentiation (
$d=0.45$ ), and real-time sentiment NLP embeddings. - β‘ Low-Latency MetaTrader 5 Bridge: Sub-20ms forward inference and order dispatch with asymmetric volatility brackets, dynamic breakeven ratcheting, and 3-tier drawdown circuit breakers.
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Self-Improving Tri-Domain Mixture of Experts for MetaTrader 5 (BTCUSD.x & FX)
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Hierarchical Multi-Agent Council Trading Architecture for US Indices (NAS100)
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Deep Patch Time-Series Transformers (PatchTST) for MetaTrader 5
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Next.js Web Portal & Live Telemetry Verification Hub
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- π° How We Built a Self-Improving Tri-Domain Mixture of Experts (MoE) for MetaTrader 5
Published on Medium β’ 15 min read β’ Complete architectural breakdown of Top-1 Softmax Routing, Shannon Entropy Guarding, EWC Continual Learning, and Real-Tick Execution on MT5. - π€ TriDomainMoE Model Zoo on Hugging Face
Official model repository featuring 8 production PyTorch.ptcheckpoints (v1 baseline and v2 enhanced) trained on millions of M5 and tick bars. - π TriDomainMoE Comprehensive Technical Wiki
7-Chapter technical textbook documenting mathematical formulations, MRDD wavelet proofs, and execution bridge mechanics.
AI / Deep Learning PyTorch 2.0+, PyTorch Lightning, Transformers (PatchTST), MoE Gating, EWC, SHAP, scikit-learn
Quant & Microstructure MetaTrader 5 API, Order Flow Imbalance (OFI), VPIN, Fractional Differentiation, CPCV, Kelly Sizing
Full-Stack & Backend Python 3.11, FastAPI, Uvicorn, SSE / WebSockets, Next.js, React, Vanilla CSS, HTML5, TypeScript
Data Engineering Polars, Pandas, NumPy, Parquet, SQLite, Discrete Wavelet Transform (PyWavelets), SciPy
Cybersecurity & DevOps SOC 2 Compliance, OWASP Perimeter Hardening, Docker, Linux, Git, PowerShell, Vercel