Systematic Trading | Web3 Infrastructure | Market Microstructure
Quantitative developer and algorithmic trading specialist with expertise in systematic trading systems, derivatives pricing, and onchain data analytics. Currently focused on building high-performance trading infrastructure and sustainable Web3 protocols. Background in computational finance with strong emphasis on market microstructure, NLP for sentiment analysis, and real-time data engineering pipelines.
Current Focus: Crypto derivatives trading | DeFi analytics | Backtesting frameworks | Market data infrastructure
Quant & Trading
Python NumPy Pandas TA-Lib Backtrader QuantLib Market Data APIs
Web3 & Blockchain
Solidity EVM DeFi Protocols Onchain Analytics Web3.py Ethers.js
Infrastructure & DevOps
FastAPI Docker GitHub Actions CI/CD Data Pipelines Time-Series DB
Data & Analytics
NLP Sentiment Analysis Time-Series Analysis Statistical Modeling Data Visualization
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Trading Systems & Backtesting
- Systematic trading frameworks with multi-asset support
- Real-time market data processing and signal generation
- Performance attribution and risk analytics
Web3 & DeFi Analytics
- Onchain data aggregation and visualization
- Protocol analytics and yield optimization tools
- Sustainable Web3 infrastructure development
Data Engineering
- High-frequency data pipelines for market microstructure analysis
- NLP-powered sentiment analysis for crypto markets
- Time-series databases and real-time dashboards
This README is automatically updated daily via GitHub Actions (main.yml). Metrics include:
- GitHub Activity: Commits, PRs, issues, and repository statistics
- Code Analytics: Language distribution, coding habits, and contribution patterns
- Market Data: Stock prices and trading-related metrics
- Social Metrics: Stargazers, reactions, and community engagement
Last updated: Auto-refreshed every 24 hours at 01:59 UTC
Open to opportunities in Quantitative Trading | Fintech | Web3 Infrastructure
