I will build and backtest your algorithmic trading strategy

Most strategies look great in a spreadsheet and fall apart in live markets. I build the version that survives costs, slippage and regime change.

I run automated strategies across Indian and US markets, equity, index futures, options and crypto, including infrastructure behind a SEBI-registered PMS strategy. Your idea gets the same treatment.

What I do:

• Translate your rules (TradingView, Excel, or a napkin sketch) into clean, documented Python
• - Backtest on real data with realistic costs, slippage and position sizing
• - Report honest metrics: CAGR, Sharpe, max drawdown, win rate, exposure
• - Stress-test across market regimes so you know when it breaks, not just when it works
• - Ship deployment-ready code with broker API integration

You get the notebook, the data pipeline, and a plain-English writeup of what the numbers actually mean.

What I won't do: promise profitable results or hide a weak backtest behind a pretty equity curve. If the edge doesn't hold, I'll show you exactly where.

Message me your rules, I'll tell you in one reply whether it's testable.