I will python quant developer, options and equities backtesting

I build reliable Python trading tools that go from idea to backtest to live execution.

I work with hedge funds and prop firms, and also with serious individual traders and startups who want clean, explainable systems for options and equities.

Where I help - Equities: swing trading, day trading, momentum, mean reversion, breakout and trend following, pairs and stat arb, long short, factor and multi factor, ETF rotation, event driven and earnings, portfolio and risk overlays - Options and volatility: covered calls and the wheel, credit and debit spreads, iron condors, straddles and strangles, butterflies, calendars and diagonals, volatility carry, gamma and vega workflows, hedging and risk, intraday and swing systems

- Execution and data: Interactive Brokers IBKR, Schwab, TradeStation, Tradier, Alpaca, Quantconnect.

Market data via Polygon.io, Tiingo, IEX Cloud,Nasdaq Data Link Quandl, Norgate Data, ORATS, Cboe LiveVol, OptionMetrics IvyDB, dxFeed, DTN IQFeed, CME DataMine, Barchart OnDemand, Yahoo Finance yfinance, EOD Historical Data, Unusual Whales Selected results

- Built high performance backtesting frameworks that handle large equity and options datasets. kindly inbox