Areas of Expertise

  • Trading automation.. Forex, futures, stock markets. Advanced options trading strategy development. Backtesting.
  • Data analysis & Machine Learning.
    Analysis and scripting in R, Matlab. Hadoop cluster setup and configuration. Amazon EMR. Spark.
  • Complex distributed system design. Integration with messaging middleware. Low latency algorithms. Cross datacenter failover. Parallel computing. Workflow process management.
  • Voice and SMS. Low-cost Interactive Voice Response (IVR) applications. VoIP. Text-to-speech. Providers: Twilio, Nexmo, Voxeo, XO, Paetec, CallFire, Clickatell.
  • Ad Tech. Google Shopping (PLA), Adwords , and Bing Ads campaign and product list management and automation. API integration. Google Analytics integration. Algorithmic Search Engine Optimization. Ad campaign automation via API.

Trading & Finance

  • Algorithmic Trading. Black box algorithm development. Custom trading infrastructure design, development, configuration, and management.
  • API. Integration with brokerage and 3rd party trading platforms.
  • Automation. Trading robot design and implementation, technical analysis indicators, backtesting tools.
  • Interactive Brokers. Java & C++ API, Excel DDE.
  • Trade Station.
    EasyLanguage indicators and automated trading scripts. Integration and real-time data streaming to Excel.
  • Meta Trader 4 & 5. MQL. Integration with 3rd party applications via .dll or RESTful web services.
  • Ninja Trader. Algorithm development, C# scripting.
  • Orc Trading Platform. Orc API. Automated options trading. Volatility curve analysis. Integration with proprietary or third party execution platforms.

Data Analysis

  • Model development, machine learning.
    • Trading strategy backtesting and reporting.
    • Complex time series analysis.
    • Python, R, Matlab, Octave.
    • Optimization algorithms.
  • Open source frameworks.
    • Hadoop, Mahout, Spark
    • Elastic Search, Kibana
    • RedShift (AWS), Couch DB, Mongo DB, Cassandra.
  • Data Visualization and Presentation.
    • Kibana
    • D3.js
    • R. quantmod, quantstrat, xts.
    • Python, matplotlib
  • Supervised and un-supervised machine learning.
    • Regression models.
    • Markov Chains model.
    • Monte Carlo simulation.
    • Classification, Logistic regression.
    • Clustering, K-means.
    • Recommendation engine frameworks.