Fullstack Software Engineer
Passionate about financial applications and performance optimization as a hobby.
- 🛠️ Specializing in building high-performance applications with an interest in finance.
- 🌐 Fullstack expertise across frontend, backend, and API integrations.
- 🔍 Passionate about optimizing software performance for real-world applications.
- 🚀 Experienced in Next.js, Python, C++, Rust, TypeScript, Go, Java, and modern web technologies.
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📈 SplinesNextJS
A web app demonstrating various spline interpolation methods for financial modeling. Built with Next.js, it features an interactive graph where users can explore different volatility surfaces and switch between multiple models for comparison and analysis.
Live Website -
⚙️ Options Trading GUI
A Python-based GUI that displays live options chain data, and runs an interpolation on the implied volatilities of that data using various techniques. The GUI can interact with the Schwab and Tastytrade APIs to provide live options prices. -
🚀 Trading Bot in Rust
A high-performance trading bot implemented in Rust, designed to detect live arbitrage opportunities in the SPX options market. The bot interacts with the IBKR web API, leveraging Rust's speed and efficiency to capitalize on mispriced opportunities in real-time. -
📊 VWAP Project
A Python backend server that integrates with TradingView and Tastytrade to automate the submission of trades for ES and NQ futures contracts, providing seamless execution of strategies based on TradingView signals. -
📂 PyFinance Projects
A collection of small quantitative finance projects written in Python and Go, covering topics such as image recognition using TensorFlow, Kalman filtering, the Kelly Criterion, Monte Carlo simulations, pairs trading strategies, and portfolio optimization techniques. -
🛠️ OptionsKillerBotPython
A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk. -
⚙️ OptionsKillerBotCPP
A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implementation, this version significantly enhances the performance of both the pricing calculations and interpolation processes. -
💹 OptionsPricerLib
OptionsPricerLib is a Python library for pricing financial options using various European and American models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
You can find the library on PyPI: OptionsPricerLib on PyPI -
📈 VolSplinesLib
VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.
You can find the library on PyPI: VolSplinesLib on PyPI