Retrieval Augmented AI Agent | ML and Probabilistic Market Intelligence
Remote | 3 - 6 Months
✔ Learning-Focused Internship | ✔ Real Projects | ✔ Certificate Provided
This internship provides hands-on exposure to building Machine Learning models using real trade dumps across crypto, commodities, and index futures. The objective is to predict the next probable market action using structured trading payloads and price intelligence.
This is an unpaid internship designed strictly for learning, skill development, and competence building in quantitative systems engineering and machine learning.
The internship is educational in nature and does not constitute employment. No salary or stipend is provided during the internship period.
Selected interns will receive structured mentorship, real-world project exposure, and an internship completion certificate upon successful performance.
Study crypto, commodities, and index futures fundamentals and understand key instruments and market behavior.
Organize historical trade dumps, tick, candle, and Renko data. Clean datasets and prepare ML-ready structured inputs.
Train classification and regression models to predict probable market moves and confidence scores.
Measure accuracy, precision, false signal reduction, regime sensitivity, and multi-timeframe performance.
Eligible Backgrounds:
Required Skills:
Nice to Have:
Real-world ML training on institutional-style trade pipelines.
Deep exposure to feature engineering for financial markets.
Portfolio-ready ML project and structured reports.
Internship certificate and technical mentorship.
Renko-Based Strategy Development | Risk Engine | Historical Replay
Remote | 3 - 6 Months
This internship focuses on building real algorithmic trading infrastructure rather than toy backtests. Interns will engineer a complete Renko-based validation framework using long-term historical crypto data, structured risk management logic, and deterministic replay systems.
This is a systems engineering internship and not a trading signals course.
This is an unpaid internship designed strictly for learning, skill development, and competence building in quantitative systems engineering and trading systems engineering.
The internship is educational in nature and does not constitute employment. No salary or stipend is provided during the internship period.
Selected interns will receive structured mentorship, real-world project exposure, and an internship completion certificate upon successful performance.
Build a deterministic Renko engine and structured entry and exit logic without look-ahead bias.
Develop candle-by-candle replay engines generating equity curves, win rate, drawdown, expectancy and profit factor.
Implement pre-trade validation, drawdown limits, position constraints and structured logging.
Design forward-style simulation modules and reconcile them with historical backtest results.
Eligible Backgrounds:
Experience building modular trading infrastructure.
Exposure to institutional validation workflows.
Portfolio-ready quant systems engineering project.
Internship certificate and mentorship.
This internship is educational and simulation-based only. No live trading.
All internship roles at Mahesys Quant Research Division are unpaid and are offered purely for academic enrichment, structured technical learning, and competence development purposes.
Send your resume to:
Or message us on LinkedIn
#MachineLearningIntern #QuantML #AlgoTrading #QuantSystems #FinTechInternship #TradingInfrastructure