Independent Quantitative Trader
- Designed and operated end-to-end automated trading system for US equities using Python and q/kdb+- Built high-performance data processing pipeline combining q/kdb+ with custom C++ plugins for market data handling- Developed deep learning prediction models using PyTorch and Keras, incorporating custom architecture and using CUDA-accelerated computing, with careful CPU/GPU load balancing- Implemented asynchronous order management system with adaptive execution logic, using asyncio to handle concurrent order flows and dynamic price adjustments based on observed market impact- Engineered custom auction price computation system using tick-level data to improve model training accuracy- Built full infrastructure stack across local and cloud Linux/Windows environments, including automated data collection, strategy execution, and risk management