quant-developer

Volume based Trading Strategy with Crossover of SMA and Current Candle

An interactive 3D web application for quantitative options risk assessment, visualizing Delta and Gamma surfaces using the Merton-Black-Scholes framework.

VaR, stress and limit breaches in one risk snapshot.

Backend quant engine focused on deterministic replay, canonical market data capture, and replay-ready infrastructure.

A fair way to choose where tick data lives.

An event-driven backtester with sizing, costs and risk summaries.

Gates a model must pass before it trades.

TWAP, VWAP and POV schedules compared on cost and fill.

Algorithmic trading bot for beginners to build

Black-Scholes pricing with Greeks and a parity check.

Order messages validated, sequenced and acknowledged.

Market data events with latency percentiles and throughput.