Quantitative Developer | Algo Trading Infrastructure | Open-Source Fintech Tools
I build trading systems that move βΉ400+ Crore in daily turnover β and open-source the tools I wish existed.
- Quantitative Developer at Pranjali Growcap Pvt. Ltd. (New Delhi) β building enterprise-grade algo trading infrastructure for Indian & US equity markets
- Architected automated systems handling 150+ trading accounts with real-time RMS, order execution, and P&L tracking across βΉ400+ Crore turnover
- Published PyZData on PyPI β an open-source market data library with 23 stars and 13 forks used by traders and quant researchers
- Deep expertise in broker API integrations (Zerodha, Interactive Brokers, XTS), low-latency Python systems, and financial data pipelines
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| Data & Quant | |
| Web & APIs | |
| Cloud & DevOps | |
| Broker APIs |
Open Source Published on PyPI β Most forked project
Problem: Granular historical and intraday options data is locked behind expensive vendor subscriptions, blocking backtesting and research for independent quants.
Solution: Published pyzdata β available as a Python library (
pip install pyzdata), CLI tool, and browser-based Streamlit web app. Downloads OHLCV + Open Interest candle data for any stock, index, or F&O instrument (NSE, BSE, NFO, MCX) with intervals from 1-minute to daily. Supports parallel download threads, configurable retries, caching, and a typed exception hierarchy.Impact: 23 stars, 13 forks, provides institutional-quality data for backtesting and research at zero cost. Used by quant researchers and retail traders across the Indian markets.
Python PyPI Streamlit CLI Multithreading Pandas
Private Enterprise β Pranjali Growcap Pvt. Ltd.
Problem: Manual order execution and risk management across 150+ trading accounts created bottlenecks, errors, and compliance risks.
Solution: Built a custom Python SDK automating the full trade lifecycle β signal generation, multi-broker order placement (Zerodha, Interactive Brokers, XTS), real-time RMS checks, position reconciliation, and P&L tracking.
Impact: Powers βΉ400+ Crore in turnover, eliminated manual intervention entirely, enforced real-time risk limits, and reduced execution latency across all accounts.
Python Zerodha API Interactive Brokers XTS API WebSocket Multithreading
Private Enterprise β Pranjali Growcap Pvt. Ltd.
Problem: Executing systematic options selling strategies on US markets required a fully automated, crash-recoverable system capable of running multiple strategies concurrently on a headless AWS server with zero manual intervention.
Solution: Built a ZMQ hub-spoke trading engine β a central
TWSMasterHubmaintains a single TWS connection while 5 independent strategy processes (SRE, SRE SL, BRE, B120, SRE TP) communicate via ZeroMQ. Features a 13-module SDK with CSV state machines for crash recovery, smart order execution with price chasing and stale-fill detection, ATM pointer-walk strike selector, exchange-hosted STP LMT orders, and real-time monitoring via Google Sheets and Telegram.Impact: Production system on AWS EC2 executing options strategies across SPX, SPY, and ES β fully hands-off from market open to close with complete audit trail and automated IBC-managed TWS restarts.
Python 3.12 ZeroMQ ib_async Interactive Brokers AWS EC2 IBC Google Sheets API Telegram Bot
Private Enterprise β Pranjali Growcap Pvt. Ltd.
Problem: Backtesting options selling strategies across millions of parameter combinations on Indian, MCX, and US markets β no commercial platform supported the required customization depth.
Solution: Built
pgcbacktestβ a NumPy-vectorized backtesting engine with O(log n) price lookup, synthetic future ATM detection, SD-based strike routing, and 37-level portfolio stop-loss. Includes a FileLock-based orchestrator running N parallel terminals (any terminal claims any date), a Polars + DuckDB dashboard aggregator, and a tkinter GUI pushing live heatmaps to Excel via xlwings.Impact: Processes 50,000+ parameter combos Γ 250+ dates Γ 6 DTEs across NIFTY, BANKNIFTY, SENSEX, MCX, and 40+ US symbols in 8β24 hours on 16 parallel terminals. Powers all strategy research at Pranjali Growcap.
Python NumPy Polars DuckDB Parquet FileLock xlwings tkinter
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Right-click any folder in Windows Explorer to launch Jupyter Notebook. Runs hidden with system tray icon, supports multiple folders on separate ports. One-command install via PowerShell.
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Double-click
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Arranges Python/Windows Terminal windows in a 5x6 grid on a selected monitor via right-click context menu. Built for multi-monitor trading setups.
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Simplified Telegram bot library (Tele_Easy_Bot) for sending messages, images, documents, and creating interactive response bots.
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- Exploring low-latency execution in C++ for sub-millisecond order routing
- Scaling trading infrastructure with containerized microservices on AWS
- Deepening expertise in options pricing models and volatility surface modeling
- Building more open-source fintech tools for the Indian markets ecosystem
- Publishing additional Python packages to PyPI

