Production-Ready Statistical Arbitrage Engine
Multi-provider market data ingestion, pair screening, cointegration analytics, and real-time dashboards
Media & Demos
Asset Correlation Heatmap
Price & Spread Analytics
Role
Founder / Quant Developer
Period
2025 – Present
Category
trading
Overview
A comprehensive quantitative trading system built for systematic pair trading. Features robust data pipelines for daily and intraday updates, advanced cointegration analytics with half-life calculations, z-score driven backtesting, and a full-stack dashboard for monitoring live positions. Handles multi-provider data ingestion, automated pair discovery, risk metrics, and Prometheus instrumentation for production reliability.
Key Highlights
- Pair discovery with Spearman/Pearson correlation and Engle–Granger cointegration
- Robust multi-provider data pipelines with Redis caching and automated backfills
- Z-score driven backtesting with risk metrics and performance analytics
- Production dashboard with correlation heatmaps and live trade monitoring
- Full observability with Prometheus metrics and health checks
Tech Stack
Links
What I Learned
This project deepened my understanding of Python and FastAPI and reinforced best practices in system design and scalability. I gained valuable insights into production-grade development and performance optimization.