I build algorithmic trading systems that actually work in live markets — not just on paper.

My background is in quantitative finance and data science, with hands-on experience designing end-to-end trading systems: from statistical modelling and volatility forecasting to exchange API integration and automated risk controls.

What I can build for you:

→ Custom crypto trading bots (Binance, OKX, Bybit, and others)
→ Backtesting frameworks with real-world frictions — fees, slippage, multi-asset rebalancing
→ Volatility-based position sizing and risk management modules
→ Funding rate arbitrage systems (spot vs. perpetual swaps)
→ Data pipelines for financial time series — ingestion, cleaning, and automation
→ Delta-neutral hedging strategies across multiple pairs

Recent projects:

I engineered a GARCH-Kelly volatility targeting system for a crypto portfolio (BTC, ETH, SOL, BNB) that captured 96% of a 2-year bull market rally while outperforming static buy-and-hold during high-volatility crash periods — tested over 2 years of hourly data with full transaction cost simulation.

I also built a live delta-neutral arbitrage strategy on OKX, designed to capture funding rate differentials between spot and perpetual swap markets while eliminating directional price risk — connected directly to the exchange via API with automated position management.

I work on fixed-price, project-based contracts. You bring the strategy or problem; I deliver working, documented Python code. No retainers, no ongoing commitment required on either side.

Stack: Python, Pandas, NumPy, Backtrader, ARCH, exchange APIs (OKX, Binance-compatible), Matplotlib, yfinance.