Om Sonikar

I built a C++17 market-making research engine from scratch, simulating a trading pipeline from synthetic order flow and a limit order book to quoting logic, risk management, and P&L analytics.

I implemented and compared five market-making strategies under identical simulated conditions. Monte Carlo tests measured P&L, Sharpe ratio, drawdown, transaction costs, and fill counts; the results are specific to the synthetic simulation environment.

In equity and derivatives analysis, I designed and backtested an option-buying strategy for Nifty and equity derivatives. I also analyzed listed companies’ financial statements and used technical analysis to inform trade entry and exit decisions.

I built a visual “Folio Wheel” tracker for a diversified personal investment strategy. I’m seeking an internship in banking or financial institutions, where I can apply my technical and analytical skills to investment research, portfolio management, and financial analysis.