AlgoXpert Lab

About AlgoXpert Lab

AlgoXpert Lab is a quantitative research laboratory focused on developing and testing AI-powered trading strategies. We specialize in applying artificial intelligence (AI) and machine learning to digital asset trading research. Our current focus is on research and development, with the long-term goal of establishing Vietnam's first international-standard quantitative trading fund.

Our team includes members with backgrounds in finance, software engineering, AI/ML, and data analysis. We are committed to learning, researching, and developing, with the goal of training a generation of Vietnamese engineers who can compete in international markets and contribute to the future of quantitative trading in Vietnam.

Outsourcing Services

Leverage our expertise in quantitative trading and AI-powered financial strategies. We offer comprehensive outsourcing services to help businesses and institutions build advanced automated trading systems across MT4, MT5, Python, and other leading trading platforms.

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Automated Trading Strategy Development

Custom development of AI-powered trading strategies tailored to your specific market requirements and risk parameters. Our strategies are built on proven quantitative research and backtesting frameworks.

Expert Advisors (EAs) for MT4/MT5 platforms
Advanced algorithmic trading systems
Machine learning-based market prediction
Risk management integration
Multi-timeframe strategy optimization

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Quantitative Research & Analysis

Comprehensive market research and quantitative analysis services to identify profitable trading opportunities and optimize existing strategies across multiple platforms.

Statistical analysis using advanced libraries
Strategy backtesting & optimization
Market regime detection algorithms
Portfolio optimization & risk analysis
Performance attribution analysis

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Trading Infrastructure Setup

End-to-end development of trading infrastructure including data pipelines, execution systems, and monitoring frameworks for institutional-grade trading operations.

Trading server setup & configuration
Real-time data integration & APIs
Low-latency execution systems
Backtesting & simulation frameworks
Performance monitoring dashboards

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Strategy Optimization & Consulting

Expert consulting services to enhance existing trading strategies, improve risk management, and optimize performance across multiple asset classes and trading platforms.

Strategy performance analysis
Risk assessment & mitigation
Cross-platform migration services
Market microstructure consulting
Training & technical support

Ready to Transform Your Trading Operations?

Contact us to discuss your specific requirements and learn how our quantitative expertise can accelerate your trading success across any platform.

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Our Team

Jack

Founder & Team Leader, Quant Researcher

Experienced in financial markets and fund management, with focus on quantitative trading strategies and team leadership

Rigel

Algo Trading Developer

Experienced in developing trading systems and market analysis, with knowledge in market microstructure and algorithmic trading

Moon

Data Scientist

Specializing in Deep Learning applications for market prediction and pattern recognition in cryptocurrency trading

Peter

Data Scientist

Specializing in Machine Learning for market analysis and risk assessment, with focus on developing trading strategies using traditional ML algorithms

🔹 OUR VISION

To establish Vietnam's leading quantitative trading fund in the future, building upon our current research lab foundation that develops Vietnamese engineering talent and expands globally to compete in international markets.

💡 Key Focus Areas:

• Research Excellence: Developing international-standard quantitative trading strategies

• Innovation: AI-powered trading strategies and research ecosystem

• Talent Development: Training world-class Vietnamese Quant engineers

• Future Expansion: From research lab to fund, then Southeast Asia and beyond

🔹 OUR MISSION

To research, develop and test transparent, profitable quantitative trading strategies while building Vietnam's premier Quant research ecosystem through technology, talent development, and strategic partnerships.

🎯 Core Pillars:

1️⃣ Research Excellence: Developing AI-powered trading strategies with optimal risk management

2️⃣ Technology Innovation: World-class Quant Lab for financial technology advancement

3️⃣ Talent Development: Training hundreds of Vietnamese engineers in algorithmic trading

4️⃣ Future Leadership: Positioning Vietnam as Southeast Asia's Quant trading research hub

Development Process

Our comprehensive research and development journey over the past 5 months in building quantitative trading systems. From foundational framework development to strategy testing and optimization.

Month 1

Framework Setup

Built standard backtesting framework and established core architecture

Month 2

Data Pipeline

Completed data pipeline with real-time data integration

Month 3

Statistical Analysis

Parameter analysis & comprehensive statistical testing

Month 4

Technical Integration

Technical indicators integration & market analysis

Month 5

Optimization

Backtest speed optimization and performance tuning

Future Plans

Our strategic roadmap for the next phases of research and development, focusing on advanced AI/ML integration, performance optimization, and expanding our quantitative trading research capabilities.

Phase 1

VectorBT Optimization

Accelerate backtest performance using VectorBT library for better optimization

Phase 2

Framework Expansion

Deploy extended backtest for ETH, 7 major FX pairs, XAUUSD across multiple timeframes

Phase 3

Risk Management

Implement advanced risk management techniques and portfolio optimization methods

Phase 4

Market Regime Detection

Deploy Quant, ML, and DRL approaches for market regime identification

Phase 5

Advanced Analytics

Apply advanced Statistics and ML techniques for strategy analysis and optimization

Phase 6

Deep RL Integration

Implement specialized Deep Reinforcement Learning for key strategy optimization

Achievements

After 5 months of dedicated research, we have successfully developed and backtested multiple quantitative trading strategies for BTCUSD-1D with superior performance compared to Buy & Hold on historical data.

Current Results

🎯 Outstanding Performance Metrics:

Risk-Adjusted Returns (Sharpe Ratio) above 1.3, Return-to-Drawdown Ratio (MAR) higher than 2.5
Walk-Forward Efficiency above 0.7, demonstrating stability across multiple backtest cycles
Performance Consistency (CV Sharpe) < 0.5, indicating stable models with minimal overfitting

These metrics demonstrate that our research has successfully developed quantitative strategies that not only deliver superior performance in backtests but also maintain excellent risk control and stability across various testing phases.

Welcome to AlgoXpert Lab