AI engineering · Systems
AllSpark.
An autonomous algorithmic trading platform for currency futures — built less to prove a market theory than to practise a harder discipline: letting machine learning act in the real world only through gates it cannot talk its way past.
The real problem
The interesting problem is not prediction.
Anyone can train a model that predicts markets in a backtest. The engineering problem is everything around it: features computed identically in research and production, models whose confidence is calibrated enough to gate on, an execution layer that reconciles its beliefs against the broker's records, and a risk system with the authority to halt everything. AllSpark is our standing exercise in that problem — an ML system granted write access to something that bites back.
Architecture
Three layers, strictly ordered.
Each layer treats the one above it with suspicion. That ordering is the design.
Signals
Thirty technical indicators per bar feed three model families — a shared gradient-boosted model, per-pair models with stricter thresholds, and an ensemble that must agree with itself before it speaks. A signal below its confidence bar is silence, not a smaller trade.
Risk gates
Position limits, a daily loss limit, and a drawdown halt are enforced in code, above every strategy. No model, however confident, can size past them — the risk layer treats the ML layer as an untrusted input.
Execution & audit
Orders route to Interactive Brokers for CME micro currency futures, with separate live and paper gateways. A real-time dashboard, continuous position reconciliation, and push alerts mean a divergence between what the system believes and what the broker reports is a page, not a surprise.
Why it belongs here
A trading system and a payroll system are the same discipline in different clothes.
The shape of AllSpark — an automated pipeline whose outputs are verified against an external source of truth before anything irreversible happens — is the shape of a payroll integration. A trading system that reconciles positions and a payroll system that reconciles to the cent are the same discipline wearing different clothes, and running one continuously is how we keep that discipline honest.
AllSpark is a personal research system trading our own account. Nothing on this page is investment advice, a performance claim, or an offer of trading services.