Real-Time Market Data Forecasting

Designed an object-oriented Market Predictor class that encapsulates feature engineering, model training, and prediction. The pipeline is optimized for large-scale time series data and supports model evaluation and backtesting.

Highlights:

  • Feature engineering utilities for time series (lags, rolling stats, calendar features)
  • Support for multiple model types (ARIMA, LSTM, gradient-boosted trees)
  • Efficient data handling for >4 million records and streaming-style inference
  • End-to-end evaluation, cross-validation, and model versioning

Tech highlights: time series modeling, scalable data pipelines, automated feature stores, and model monitoring.