A seasoned consultant with over 10 years of experience in providing advisory and development services for mathematical and quantitative research of financial products and markets.
Extensive experience of development of following using Python, Excel, VBA, SQL:
- Algorithmic Trading System Development(with full integration with broker terminal like Zerodha, Interactive Brokers)
- Deep Learning Methods with neural networks, computer vision
- Machine Learning Model Development and Execution
- Data Analytics and Dashboards
- Model Assessment and Validation
- Quantitative Derivatives Valuation - Options, Swaps etc.
- Statistical Analysis and Reporting
- Design and Development of Automated framework for all tasks
Tools Used -
- Python, SQL, VBA, Excel
- Version Control - Git, TeamCity, Bitbucket, JIRA
- Libraries - Pandas, numpy, sklearn, pyalgotrade, optopsy, statsmodels and many other
- Orange, Sphinx, Markdown, Visio, Spotfire