Intelligent Algorithm Center
Professional-grade algorithm strategies for quantitative trading
Selected Algorithm:
ARIMA-GARCH Hybrid
Reason: Highest risk-adjusted return: Sharpe ratio 1.89
Active Algorithms
7
of 13 total
Total Capital
$1,255,000
Allocated across strategies
Avg Return
12.1%
Average performance
System Load
67%
Algorithm Selection
Active
ARIMA-GARCH Hybrid
Algorithm Strategies
Tier 1 & Tier 2 professional trading algorithms
Total Algorithms: 13
Tier 1 (Professional): 6
Tier 2 (Statistical): 7
XGBoost Ensemble Pro
Machine Learning • Gradient Boosting
TIER 1
Active
Total Return
+16.9%
Win Rate
75.7%
Sharpe Ratio
1.07
Capital
$150k
Medium Risk
Kelly: 20.2%
Neural Network Alpha
Deep Learning • LSTM Networks
TIER 1
Inactive
Total Return
+16.4%
Win Rate
87.8%
Sharpe Ratio
0.91
Capital
$100k
High Risk
Kelly: 16.8%
ARIMA-GARCH Hybrid
Time Series • Volatility Models
TIER 1
Active
SELECTED
Total Return
+9.8%
Win Rate
86.6%
Sharpe Ratio
1.89
Capital
$125k
Medium Risk
Kelly: 12.9%
Kalman Filter Dynamics
State Space • Signal Processing
TIER 1
Active
Total Return
+10.6%
Win Rate
72.3%
Sharpe Ratio
1.88
Capital
$80k
Low Risk
Kelly: 10.1%
Heston Volatility Model
Stochastic Volatility • Options
TIER 1
Inactive
Total Return
+0.4%
Win Rate
89.4%
Sharpe Ratio
1.14
Capital
$75k
High Risk
Kelly: 17.4%
Jump Diffusion Pro
Stochastic • Jump Models
TIER 1
Inactive
Total Return
+20.4%
Win Rate
71.6%
Sharpe Ratio
1.75
Capital
$50k
Very High Risk
Kelly: 20.0%
Momentum-Trading Ensemble
Statistical • Momentum Strategy
TIER 2
Active
Total Return
+14.2%
Win Rate
68.5%
Sharpe Ratio
1.45
Capital
$95k
Medium Risk
Statistical Arbitrage Pro
Statistical • Mean Reversion
TIER 2
Active
Total Return
+11.8%
Win Rate
81.2%
Sharpe Ratio
1.62
Capital
$110k
Low Risk
Mean Reversion Quant
Statistical • Pairs Trading
TIER 2
Active
Total Return
+8.9%
Win Rate
73.4%
Sharpe Ratio
1.38
Capital
$85k
Medium Risk
Market Making Delta
Statistical • Liquidity Provision
TIER 2
Active
Total Return
+7.2%
Win Rate
79.8%
Sharpe Ratio
1.25
Capital
$120k
Low Risk
Cross-Chain Arbitrage
Multi-Chain • Bridge Protocol
TIER 2
Inactive
Total Return
+18.5%
Win Rate
65.3%
Sharpe Ratio
1.92
Capital
$60k
High Risk
Triangular Arbitrage Engine
Statistical • Multi-Currency
TIER 2
Inactive
Total Return
+13.1%
Win Rate
77.6%
Sharpe Ratio
1.55
Capital
$75k
Medium Risk
ML Ensemble XGBoost v2
Machine Learning • Ensemble Methods
TIER 2
Inactive
Total Return
+15.7%
Win Rate
74.2%
Sharpe Ratio
1.48
Capital
$90k
Medium Risk
ARIMA-GARCH Hybrid
Category: Time Series Models
Performance Metrics
Total Return
+9.8%
Max Drawdown
-11.6%
Win Rate
86.6%
Sortino Ratio
2.00
Sharpe Ratio
1.89
Calmar Ratio
1.82
Configuration
$125,000
$0
$500k
300s
60s
3600s
Key Features
Autocorrelation
Volatility Clustering
Mean Reversion
Recent Signals
No recent signals