Selected Work
Quantitative Trading System
A modular Python trading framework with market-data API integration, a backtesting engine, and position-level risk management.
← All projectsHighlights
What Shipped
- Built a modular framework separating data ingestion, strategy logic, execution, and risk.
- Integrated external market-data APIs as the input layer to the backtesting engine.
- Implemented backtesting so strategies could be evaluated against historical data before deployment.
- Added risk-management controls at the position level.
The Story
Behind the Build
Overview
A modular trading framework in Python, built so that data ingestion, strategy logic, execution and risk are four separate concerns rather than one entangled script. A strategy can be changed without touching how market data arrives or how risk is enforced.
Approach
External market-data APIs form the input layer, feeding a backtesting engine that replays historical data so a strategy can be evaluated before it is deployed rather than after.
Risk management is applied at the position level, so exposure is constrained by the framework itself rather than by each strategy remembering to constrain itself.
Keep Exploring