Projects
Tools, systems, and experiments I've built for quantitative trading and product development
Quantitative Backtesting Engine
ActiveA comprehensive Python-based framework for testing systematic trading strategies with historical data. Includes support for multiple asset classes, custom indicators, and advanced performance analytics.
Tech Stack
Key Features
- •Multi-asset support (equities, futures, options)
- •Custom indicator framework
- •Risk-adjusted metrics (Sharpe, Sortino, Calmar)
- •Monte Carlo simulation
Options Analysis Dashboard
ActiveReal-time options Greeks calculator and volatility surface visualization tool. Helps analyze options strategies and understand risk exposure across different strikes and expiries.
Tech Stack
Key Features
- •Live Greeks calculation (Delta, Gamma, Vega, Theta)
- •3D volatility surface visualization
- •Multi-leg strategy analyzer
- •Historical IV percentile tracking
Execution System Simulator
In DevelopmentSimulates order execution, slippage, and market impact for algorithmic trading strategies. Helps understand the gap between backtested and live performance.
Tech Stack
Key Features
- •Order book simulation
- •Market impact modeling
- •Slippage estimation
- •Execution cost analysis
Risk Management Suite
ActivePortfolio-level risk monitoring and position sizing calculator. Implements various risk models including VaR, CVaR, and Kelly Criterion for optimal capital allocation.
Tech Stack
Key Features
- •Value at Risk (VaR) calculation
- •Correlation matrix analysis
- •Kelly Criterion position sizing
- •Drawdown tracking
Market Data Pipeline
ActiveAutomated data collection and storage pipeline for financial market data. Handles real-time and historical data from multiple sources with built-in data quality checks.
Tech Stack
Key Features
- •Multi-source data ingestion
- •Automated quality checks
- •Historical data management
- •API for data access
Strategy Performance Tracker
In DevelopmentWeb-based dashboard for tracking live trading strategy performance. Monitors P&L, risk metrics, and generates performance reports with real-time alerts.
Tech Stack
Key Features
- •Real-time P&L tracking
- •Performance attribution
- •Custom alert system
- •Automated reporting
Want to Collaborate?
I'm always interested in discussing quantitative strategies, building trading tools, or product ideas