What AlgoSurf Does
Quantitative trading algorithms that analyze, signal, and execute — automatically and transparently.
First Algorithm
Regression Mean Reversion
Our flagship algorithm uses a 576-bar rolling linear regression on 5-minute candles to detect when price deviates from its statistical trend. When the delta between price and regression exceeds the distribution peak, it generates long or short signals.
The algorithm compares the current delta against a 15-day probability distribution of historical deltas, identifying high-probability reversion opportunities using sigma-band analysis.
Every trade is executed automatically through the Alpaca brokerage API with built-in risk controls: flip cooldowns, position sizing, and optional liquidation thresholds.
Algorithm Parameters
Data Pipeline
From Market Data to Execution
Price Data
SIP feed via Alpaca
Regression
576-bar linear fit
Signal
Delta vs distribution
Execution
Auto order routing
Dashboard
WebSocket live view
Dashboard
Real-Time Monitoring
Price Chart
Candlestick chart with regression line overlay, rolling regression points, and trade entry/exit markers.
Volume Analysis
Session-segmented volume bars — pre-market, regular hours, and post-market with distinct color coding.
Delta Distribution
Histogram with KDE overlay showing the probability distribution of price-regression deltas with sigma bands.
Equity Tracking
Portfolio equity, buying power, and cash plotted over time with daily and intraday resolution.
Event Log
Every trade signal, order fill, position flip, and configuration change logged with timestamps.
Live Updates
WebSocket-powered real-time streaming. No page refreshes. Data updates every poll cycle automatically.
Coming Soon
What's Next
More Algorithms
Momentum, breakout, pairs trading strategies in development.
Multi-Asset
Expand beyond TSLA to a diversified portfolio of instruments.
Multi-Broker
Support for additional brokerages beyond Alpaca.
Strategy Builder
Build and backtest custom strategies with a visual interface.
See It Live
Watch the algorithm analyze, signal, and trade in real-time on our live dashboard.
VIEW LIVE DASHBOARD