I am a Quantitative Developer and Algo-Trading Engineer specializing in low-latency execution engines, options automation, and ML-driven market signals. Currently designing scalable financial infrastructure at Levitas.
Check out my codeHello! I'm Sourav, a developer who bridges the gap between software engineering and financial markets. I enjoy engineering robust systems that can handle the complexities of market microstructure and real-time data.
My expertise lies in building Backtesting Frameworks, Execution Engines, and predictive models using Python and C++ logic. I have successfully deployed strategies achieving over 93% prediction accuracy in controlled environments.
Here are a few technologies I've been working with recently:
Feb 2025 - Present
A modular engine supporting OHLCV ingestion, bar-level event loops, vectorized PnL calculation, transaction costs, and slippage modeling.
Implemented automated entry/exit logic, chain filtering, IV-based decision making, and real-time multistrike execution monitoring.
Designed fast CSV/Parquet ingestion using PyArrow + DuckDB, enabling sub-second analytics on multi-million row datasets.
Built ANN/CNN/LSTM pipelines achieving 93%+ accuracy in hackathons; implemented feature engineering and drift handling.
Predicted demand with R² 0.909 using Gradient Boost. Featured in a published book.
Achieved 95.7% accuracy with XGBoost, SVM, and RF; performed segmentation and feature importance analysis.
I am currently looking for roles in Quant/Algo Trading, HF/Prop Firms, or FinTech automation. Whether you have a question or just want to say hi, my inbox is always open.
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