Algorithmic Trading & Predictive Research Agent
High-impact macro economic news shocks (e.g., CPI / Fed rate announcements)
Forecast error spikes beyond 5% MAPE baseline, lagging during rapid trend reversals.
ARIMA quantitative models operate strictly on historical numerical price series, blind to semantic news sentiment.
Architected a decoupled FastMCP sentiment tool layer that scans live feeds and dynamically dampens quantitative weights during breaking news.