I will do backtesting and live simulation of your trading strategy

I will backtest and analyze your trading strategy using Python with institutional-grade data processing and quantitative methods. I have experience working with large-scale financial datasets, including building data pipelines for 5+ years of NIFTY options data, crypto, L2/L3/L4 order depth data, etc.

I use frameworks like Nautilus, QuantConnect LEAN, HFTBacktest,vectorbt, backtesting.py, and custom systems to deliver accurate and scalable results.

What I deliver:

• End-to-end backtesting on historical data
• Performance metrics (PnL, drawdown, Sharpe, win rate)
• Clean datasets and Excel/CSV reports

Advanced capabilities:

• Monte Carlo simulations
• Parameter optimization & risk analysis
• Multi-asset support (stocks, options, crypto)

️ Systems & development:

• API-based data retrieval (live + historical), WebSocket connections
• Automated workflows (daily data updates)
• Full-stack support (backend + dashboard UI)
• Real-time data integration
• Compute 30+ metrics like sharpe, sortino, etc.

I can also build dashboards to visualize performance and automate your strategy pipeline.

Please message me about your requirements, before placing an order !