I help individual traders, funds, and fintech teams turn trading ideas into robust, automated execution systems. From high-fidelity historical strategy backtesting to zero-latency broker execution and real-time control dashboards, I build production-grade Python solutions focused on risk management, speed, and reliability.
As a former Quantitative Researcher, I bring hands-on experience researching, backtesting, and validating over 1,000+ systematic trading strategies across Equities, Futures, and Options.
Why Hire Me (The Aarish Advantage):
- Historical Options & Tick Data Built-in: Unlike developers who only backtest on Spot/Index, I have 4 years of 1-minute Options data (Nifty/BankNifty spot, fut, opt) and 3 years of second-wise Nifty/Sensex bid-ask tick data. You don't need to purchase expensive historical data; I have it ready.
- Indian & Global Broker Experience: Expert in zero-cost API integrations like Shoonya (Finvasia), as well as Zerodha (Kite Connect), Fyers, AngelOne, and international platforms like Interactive Brokers, Alpaca, and Binance.
- Execution Realism: My backtests aren't just mathematical models. I build real transaction cost engines accounting for slippage, bid-ask spreads, STT, and brokerages, ensuring your backtest matches live trading.
What I Can Build For You:
- Algorithmic Trading Bots: Fully automated, multi-threaded execution scripts in Python. Features include WebSockets for tick-by-tick feeds, Telegram/Discord notifications, and automated log logging.
- Interactive Control Dashboards: Web-based Streamlit or Flask apps featuring live position/P&L or intraday equity curves, and a "Panic/Emergency Exit" button to instantly square off all active positions.
- Professional Option Backtesting: High-resolution intraday/positional backtesting (e.g., Short Straddles, Strangles, Ratio Spreads) providing full risk metrics: Sharpe Ratio, Sortino Ratio, Calmar Ratio, CAGR, Max Drawdown, Win Rate, and Profit Factor.
- HFT & Tick Data Engineering: Resampling tick-level data to custom candles, calculating order flow indicators, and building Order Book Imbalance (OBI) models.
Featured Open-Source Projects:
- ShoonyaOHLC AutoSync: Automated data pipeline running via GitHub Actions to sync Spot, Futures, and Options data daily.
- Modular Straddle/Strangle Backtester: An interactive Streamlit app visualizing complex option decay strategies (available to demo live!).
📩 Ready to automate your edge? Click the green 'Message' button, drop your strategy rules, and I will draft a technical implementation blueprint for your project.