•Developed a quantitative trading platform with comprehensive backtesting framework, risk management modules, and real-time data integration.
•Implemented multiple strategy classes including mean reversion, momentum, and statistical arbitrage with configurable risk parameters.
•Built portfolio optimization module with Sharpe ratio maximization and maximum drawdown constraints.
•Integrated real-time market data feeds with position sizing algorithms and automated trade execution with slippage modeling.
•Designed comprehensive risk management system with stop-loss, position limits, and portfolio-level risk controls.