I will perform portfolio optimization and strategy backtesting in python

Expert Quant Developer & FX Trader

Stop relying on "good enough" code. As an active FX Sales Trader and Quantitative Analyst, I build institutional-grade Python tools designed for the real market.

Technical Expertise:

• Portfolio Optimization: Mean-Variance, Black-Litterman, and CVaR models.
• Strategy Backtesting: Rigorous testing using Pandas and Numpy.
• Data & Risk: High-concurrency automation via market data APIs and SQL.
• Custom Software: Professional Windows UI applications built with PyQt5.

What I Deliver:

• Institutional Backtests: High-fidelity simulations with slippage and cost modeling.
• Portfolio Engines: Scipy-optimized models for professional asset allocation.
• Market Automation: Seamless API integration (IBKR, Yahoo, FIX, Bloomberg, Refinitiv).
• Visual Analytics: Interactive dashboards via Plotly-Dash and PyQt.

Why Hire a Market Professional?

1. Financial Alpha: I understand the math and the market logic, not just the code.
2. "Military-Grade" Code: Modular, secure, and optimized for speed (Asyncio/NumPy).
3. Proven Results: Real-world experience in banking and institutional trading.