Work/2026
NASDAQ Speculative Screener
Governed ELT platform over IBKR data — dbt contracts, 30+ tests per batch, and honest quant methodology.
30+dbt tests on every ingest
0-100composite score, 4 pillars
100%lineage: every number traces to its run
A screener and opportunity detector for speculative NASDAQ trading: an audited ELT pipeline with dbt over PostgreSQL, a FastAPI layer with enforced data contracts, and a terminal-style React frontend that complements Interactive Brokers. It runs on a Mac mini against IBKR’s data feed, so operating it costs nothing beyond the hardware.
Highlights
- Warehouse governance at hobby scale. An append-only, immutable raw zone where every row carries technical lineage (batch id, ingestion timestamp, source), and strict schema ownership — the collector owns raw/meta, dbt owns staging/marts, the API reads only marts — so any number on screen traces back to the exact run that produced it.
- Quality verified on every batch. Each ingest triggers a dbt build with 30+ tests plus source freshness, results persisted to a control-plane schema and surfaced in a Data Ops page. The main mart has an enforced dbt contract mirrored by Pydantic, so a schema change breaks the build, not the consumer.
- Honest quant methodology. A composite 0-100 score across momentum, volume, trend and volatility pillars, backtested without lookahead — signal at close of day D, entry at next open, stop and target exits with commissions and slippage — and a grid optimizer designed for out-of-sample validation.
