Global Equities Pattern-Recognition Platform with Breakout Detection

Customer

Challenge

From Manual Charts to Systematic Detection

Detecting complex chart structures over very large symbol sets within practical overnight windows—fast enough for daily use. Encode pattern quality while allowing adjustable tolerance for research exploration.

• Scale & speed: Detect complex chart structures over very large symbol sets within practical overnight windows—fast enough for daily use
• 'Textbook' vs. tolerant geometry: Encode pattern quality (symmetry, depth, break conditions) while allowing adjustable tolerance
• Liquidity realism: Reduce false positives in thinly traded names with lightweight liquidity screening
• Signal validation & review: Produce ranked lists and PDF chart books for structured parameter calibration

Solution

Vectorized Pattern Detection Platform

A small, cross-functional squad—Quant Lead, Data Engineer, Research Engineer, Analyst—built the data plane, implemented vectorized pattern detectors, and delivered reviewer-friendly artifacts for daily research.

Multi-exchange EOD data foundation

Consolidated symbols across exchanges with daily refresh and symbol hygiene; standardized time-series panels for detectors and reporting.

Detector family (parameterized)

Reversal patterns with geometry rules and configurable spacing/depth. Consolidation patterns with parallelism and touch-count checks. Breakout patterns with optional trend/volume filters to reduce counter-trend triggers.

Liquidity screening

Pre-filter step to down-rank or remove illiquid artifacts before detection, improving realism and review throughput.

Performance engineering & reporting

Vectorized computation enabled full-universe daily runs. Analyst-ready outputs: Ranked CSVs and multi-section PDFs with overlaid patterns for quick QA and parameter tuning.

Technologies & tools

Process

Kickoff & data plane—EOD ingest, symbol hygiene, baseline scanners. Detector V1—core reversal patterns + PDFs for feedback. Scale-up—extend to broader universes; vectorize logic. Breakout module—consolidation rules, trend/volume filters. Reporting & handover—batch PDFs/CSVs, runbooks, parameter defaults.

1. Kickoff & data plane
2. Detector V1
3. Scale-up
4. Breakout module
5. Reporting & handover

Results

• Full Universe: Daily pattern detection across all target securities
• Reproducible: Ranked CSVs + PDF chart books
• Vectorized: Fast overnight processing for daily use

Daily-scale pattern surfacing across broad universes with tunable geometry and validation artifacts. Reproducible research through ranked CSVs and PDFs that replaced manual chart trawling. Higher signal quality via liquidity screening and optional trend/volume filters.