model-improve

What problem does it solve?

Auditing and upgrading commodity trading models through an end-to-end improvement workflow, from initial audit to production deployment, ensuring robust feature engineering, validation, and reproducibility.

Core Features & Use Cases

• Audit & baseline assessment: Evaluate current models and data sources to identify gaps.
• Exhaustive feature engineering: Generate 200+ features from live data with rigorous validation.
• Two-stage feature selection & Optuna optimization: Systematically select robust features and hyperparameters with backtesting assurance.
• Validation & production readiness: Comprehensive backtests, regime checks, and production deployment workflow.

Quick Start

Run the full model-improve workflow to upgrade a commodity trading model from audit to production deployment.