At Quantedgelabs, I'm developing a Django backend for options and futures trading, with real-time signal processing, order execution workflows, and fault-tolerant retries. The event-driven system uses Redis streams, WebSockets, and async workers to process market data and monitor strategies.
I also built a modular forward-testing framework for paper-trading options strategies, with pluggable exit logic that cut execution errors by about 40%. Broker API integrations and async data pipelines support live market-data ingestion, while PostgreSQL query optimization cut data retrieval latency by about 30%.
Before that, I worked across machine learning and full-stack development. My work included production RAG pipelines with LangChain and FAISS, an audio classification model using TensorFlow and YAMNet, and full-stack products using Next.js, Node, Firebase, and Postgres.
At Info Origins, I built a financial management platform for agricultural businesses using React.js, Node.js, and Express.js. Its transaction APIs and analytics dashboard cut daily bookkeeping time by 50% for end users.
