I will build and backtest your algorithmic trading strategy in python

I build and test algorithmic trading strategies, and connect them to your broker or exchange.

Background: MSc Financial Engineering (UCLA Anderson), data scientist at BNP Paribas, quantitative analyst at a crypto asset manager. I have built momentum strategies, triangular arbitrage, market making over WebSocket, and DEX event listeners.

WHAT I BUILD

• Strategies coded from your rules in Python or C++
• - Backtests including fees, slippage and price impact, not just clean fills
• - Live execution against exchange or broker APIs, with risk limits
• - Data pipelines and monitoring so you can see what the system is doing
• HOW I WORK
• 1. You send your rules. If they are not fixed yet, we make them explicit first
• 2. Written scope: instruments, data, venue, risk limits
• 3. Build and backtest, then walk through results with you
• 4. Optional live deployment, monitored, with a handover document
• IMPORTANT
• I deliver code and analysis, not investment advice. No performance is promised or implied, and backtested results do not indicate future returns. You keep full control of your capital and risk.
• Message me with your strategy idea and target market, and I will tell you what is realistic before you order.