I work on building practical, data-driven solutions in finance using Python. My focus is on financial modeling, backtesting trading strategies, and analyzing market data to generate actionable insights.

I have experience working with time-series data, developing alpha signals, and creating portfolio-level strategies with proper risk considerations. I’ve worked on strategies involving momentum, mean reversion, and statistical indicators, along with building clean backtesting systems from scratch.

I can help with:
– Backtesting trading strategies (equities, intraday, portfolio-level)
– Financial modeling and data analysis
– Python automation for financial workflows
– Strategy research and performance evaluation

I focus on clear logic, realistic assumptions (costs, slippage), and results that are actually usable — not just theoretical outputs.

If you’re looking for someone who understands both finance and implementation, I’d be happy to work together.