Reverse‑engineering synthetic market engines. Building structural trading systems backed by SQL, microstructure, and high‑frequency research.
- Ontario, CA
- in/keegan-krenek
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division-k-quant-portfolio
division-k-quant-portfolio PublicStructural trading research mapping synthetic market engines, actor behavior, spike ignition, timing sync, liquidation flow, and candle microstructure. Built from spatiotemporal pattern recognition…
PLpgSQL
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