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DiogoBarriga/Lavagante_Project

Lavagante — Quantitative Finance Research Framework

Personal research project - Mostly vibe coded and now I'm refining it step by step | Python · Pandas · NumPy · Financial APIs · Time Series Analysis


What this is

A Python framework I built to explore quantitative approaches to financial market analysis. The focus is on systematic data extraction, time series modeling, and algorithmic pattern recognition across equities and crypto markets.

This is independent research — not a commercial product. Built to deepen my applied Python skills in a domain I find genuinely interesting.


What it does

Data Extraction

  • Pulls historical OHLCV data from exchange APIs (Binance, KuCoin) and equity market feeds
  • Structured pipeline from raw API response → clean DataFrame → analysis-ready dataset

Analysis Methods

  • Time series analysis: trend detection, seasonality decomposition, anomaly flagging
  • Price action and volume pattern recognition using Pandas and NumPy
  • Fibonacci-based support/resistance level modeling
  • Multi-asset correlation and segment analysis

Risk & Portfolio

  • Systematic risk rules applied across asset classes
  • Position sizing logic based on volatility metrics
  • On-chain activity monitoring via blockchain explorers

Infrastructure

  • Modular structure: src/ for core logic, scripts/ for pipelines, tests/ for validation
  • Dockerised environment for reproducibility
  • Phase-based development with documented milestones in docs/

Stack

Layer Tools
Language Python 3.x
Data manipulation Pandas, NumPy
Visualisation Matplotlib
API clients Binance API, KuCoin API
Environment Jupyter Notebooks, Docker
Version control Git

Project structure

├── src/                    # Core analysis modules
├── scripts/                # Data extraction and pipeline scripts
├── tests/                  # Unit and integration tests
├── docs/
│   └── roadmaps/
│       ├── strategic/      # Research planning and methodology
│       ├── phases/         # Phase completion documentation
│       └── technical/      # Algorithm implementation notes
├── config/                 # Configuration files
├── reports/                # Output reports and results
├── requirements.txt
├── Dockerfile
└── docker-compose.yml

Status

Active personal research project. Currently in beta — methodology is documented and functional, ongoing refinement of signal quality and test coverage.

Feedback and collaboration welcome. Open to discussion on methodology.


Background

I have a formal background in database design and programming (SQL, Python, Java — IT Systems Management diploma) and spent 6 years doing data analysis and operations at Marley Spoon, where I worked on SaaS metrics, cohort analysis, churn modeling, and reporting infrastructure. This project extends that analytical work into financial time series.


Contact

Research enquiries: lavagante.project@gmail.com

Educational and research use only. Not financial advice.

About

Lavagante Quantitative Research Framework - BETA | Experimental exploration of quantum-inspired algorithms for financial modeling. Seeking academic collaboration and community feedback for research validation. Educational resource in development.

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