Machine Learning & Data Mining

AQUILES.

VTAlgo's flagship Data Mining program — induce robust, explainable trading rules from data with the newest AI techniques, while refusing the shortcut of over-optimization. Validation runs through every module, not only at the end.

Flagship — AQUILES

Data Mining: Rule Induction & Extraction — IA 2026

A paid, selective-admission program that turns intraday data into auditable, explainable trading rules — five modules plus a transversal validation layer covering leakage, temporal integrity, multiple testing, stability, and out-of-sample.

What AQUILES provides

Five modules, with validation as a standing layer through every stage.

Data Engineering Intraday data under Point-in-Time discipline — timestamps, cleaning, gaps, and multi-asset synchronization.

Market Sampling / Bar Construction Time, volume, and dollar bars — with rigorous comparison of sampling schemes.

Feature Engineering Price, flow, market structure, regime, cross-asset, cross-sectional, and path features.

Feature Selection Redundancy, dependence, IC / predictive information, multicollinearity, FDR, and temporal stability.

Rule Discovery Induction, extraction, association, subgroup, sequential mining, trees-to-rules, RuleFit, and ensembles.

Transversal Validation Leakage → temporal integrity → multiple testing → stability → out-of-sample, in every module.