I'm a Quant Developer and Quantitative Researcher with 4+ years of experience building algorithmic trading systems, statistical arbitrage strategies, market-making infrastructure, and low-latency execution engines. My work spans quantitative research, order book analysis, execution optimization, risk management, and crypto market microstructure. I've developed trading systems using rolling regression, z-score mean reversion, inventory-skew models, VaR-based risk controls, and multi-timeframe backtesting frameworks, improving strategy expectancy, Sharpe ratio, and execution quality across live trading environments.
Beyond research, I build production-grade trading infrastructure using Python, Rust, Redis, PostgreSQL, RabbitMQ, and WebSockets. I'm particularly interested in systematic trading, market making, quantitative research, execution algorithms, DeFi trading infrastructure, and projects at the intersection of finance, data, and automation.More...