My work experiences across different companies and roles.
• Assisted in the development of quantitative models and trading strategies for financial markets, contributing from research through live validation.
• Conducted systematic data analysis and backtesting to evaluate strategy performance, risk-adjusted returns, and edge robustness across market regimes.
• Developed and backtested trading strategies using Python, Pandas, and NumPy, working across equity, FX, and derivative instruments.
• Achieved a 98% performance gain in backtesting speed through vectorization — cutting runtime from 25 minutes to under 10 seconds, enabling rapid iteration across strategy variants.
Developed by Dhyan Dave
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