About
Project Team
Whale Hunters was built for FINTECH 533 as a research workflow for designing, backtesting, and documenting a volatility breakout trading strategy with an implied-volatility-aware machine learning overlay.
Why Whale Hunters
We chose the name Whale Hunters because the strategy is not designed to win constantly on small price moves. A volatility breakout system should expect many small failed breakouts, timeouts, or stop-losses, while preserving enough exposure to catch the smaller number of large trend-continuation moves that drive the payoff profile.
In that sense, the strategy is hunting for “whales”: rare but meaningful breakouts where price movement, volatility expansion, and options-implied volatility confirmation point to a real regime shift rather than a temporary channel poke. The name also reflects the risk-management mindset of the project: keep ordinary losses controlled, avoid overtrading, and size up only when the evidence suggests the breakout is worth pursuing.