I build trading tools primarily in Python.
- analysis: collection of scripts for a number of analyses & monitoring: momentum, volatility mean reversion, seasonality, futures termstructure
- saveHistoricalData: Data pipeline for ingestion, cleaning and, storage of timeseries data for equities and futures.
I enjoy building systems, looking for loopholes, and a good challenge.
I write a newletter. And I am fairly active on Twitter and also on Linkedin.