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vikassharma545/README.md

Vikas Sharma

Quantitative Developer | Algo Trading Infrastructure | Open-Source Fintech Tools

I build trading systems that move β‚Ή400+ Crore in daily turnover β€” and open-source the tools I wish existed.

Profile Views LinkedIn Email Resume LeetCode CodeChef PyPI


About Me

  • 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 β‚Ή400+ 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

Tech Stack

Languages

Python C++ SQL

Data & Quant

Polars Pandas NumPy Plotly

Web & APIs

Django Flask Streamlit Selenium

Cloud & DevOps

AWS Docker Git Linux

Broker APIs

Zerodha Interactive Brokers XTS


Featured Projects

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


Algo Trading SDK β€” Enterprise Platform

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 β‚Ή400+ 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


InteractiveBrokerAlgo β€” US Options Algo Trading Engine

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 TWSMasterHub maintains 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


PGC Backtest System β€” Options Strategy Backtesting Engine

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 pgcbacktest β€” 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 8–24 hours on 16 parallel terminals. Powers all strategy research at Pranjali Growcap.

Python NumPy Polars DuckDB Parquet FileLock xlwings tkinter


Developer Productivity Tools

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.

Python Windows System Tray

Double-click .pkl or .parquet files to open them in Excel. Memory-safe conversion to temporary CSV with Windows file association setup.

Python Pandas PyArrow

Arranges Python/Windows Terminal windows in a 5x6 grid on a selected monitor via right-click context menu. Built for multi-monitor trading setups.

Python psutil pygetwindow

Simplified Telegram bot library (Tele_Easy_Bot) for sending messages, images, documents, and creating interactive response bots.

Python Telegram API


GitHub Analytics

GitHub Stats GitHub Streak
Top Languages

Current Focus

  • 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

Let's Connect

Open to collaborating on trading infrastructure, quantitative systems, and open-source fintech tools.

LinkedIn Email Resume

Pinned Loading

  1. APICostFree-Zerodha-Trade APICostFree-Zerodha-Trade Public

    Rest API Python Library for Zerodha Trade without API Cost (Get Rid From 2000 INR/Month on Kite API)

    Python 27 9

  2. Historical-Market-data-From-Zerodha Historical-Market-data-From-Zerodha Public

    This repository contains Python code to Download Historical Stocks data and Intraday Options data without any cost, Extraction from Zerodha.com

    Python 23 13

  3. Jupyter-Notebook Jupyter-Notebook Public

    Easily install Jupyter Notebook and add 'Open with Jupyter' to Windows Explorer context menu. No Anaconda download required.

    Python

  4. PgcStreamlitDashboard PgcStreamlitDashboard Public

    PGC Streamlit Dashboard is a modular, Python-based web application framework built using Streamlit. It empowers users to conduct dynamic visualization and strategic analysis for financial and tradi…

    Python

  5. PickleParquetReader PickleParquetReader Public

    Easily view .pkl and .parquet files in Excel! This lightweight tool converts your data files to CSV with a simple double-click, perfect for data enthusiasts and professionals.

    Python 1

  6. TerminalSequence TerminalSequence Public

    A Python script to arrange Python and Windows Terminal windows in a 5x6 grid on a selected monitor, accessible via a right-click context menu in Windows.

    Python