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I will build an institutional algorithmic trading bot or custom quant system
Quantitative Systems Architect
I bridge the gap between complex trading logic and institutional-grade algorithmic infrastructure. Operating as a Quantitative Systems Architect, I use advanced AI-augmented engineering frameworks to ...
About this Gig
I engineer high-performance, institutional-grade algorithmic trading infrastructure from scratch. I do not build basic retail scripts or restricted platform indicators. I design standalone execution systems optimized for absolute precision, speed, and rigid risk management.
Core Technical Capabilities:
- Data Engineering: High-throughput automated ingestion pipelines. Parsing complex, nested raw text datasets (JSON, Lines) into highly compressed Parquet files optimized for advanced backtesting.
- Market Topology & AMT: Deep implementation of Auction Market Theory to mathematically map structural liquidity zones. Isolating High-Volume Nodes (HVN), Low-Volume Nodes (LVN), and Points of Control (POC).
- Advanced Pattern Filtration: Integrating optimized XGBoost gradient boosting models to analyze market states and isolate sharp probability distributions.
- Low-Latency Visualization: Real-time asynchronous streaming monitoring dashboards using Flask and Socket.IO for sub-second terminal state refreshes.
Please contact me to discuss your system architecture requirements before placing a direct order.
Platform:
Prop firm
•
Custom
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Binance
My Portfolio
FAQ
Do you develop basic indicators or scripts for retail platforms like TradingView or MT4/MT5?
No. I do not build restrictive sandbox scripts or standard retail indicators. I architect custom, standalone trading systems using advanced Python frameworks, robust live execution endpoints, and high-performance asynchronous data pipelines designed for professional environments.
How does the system handle heavy historical data processing and real-time monitoring?
For optimization, the data layer is engineered to ingest large-scale, nested raw streaming text files (JSON Lines format) and convert them into compressed binary Parquet files for ultra-fast backtesting. For real-time monitoring, I integrate low-latency API connections (such as Bybit L1 data streams
What types of mathematical or structural frameworks can you integrate into the system?
Depends on how complex or professional your mathematical algo is. I can implement most of them but need to take a look. I specialize in Auction Market Theory (mapping HVN/LVN/POC liquidity zones) and machine learning filtration like XGBoost. Let's review your logic first.
