Python (Backtrader) Developer

Summary

Specialist in Backtrader Systems Development:

Daubechies D4 Wavelet Transform via Lifting with Donoho thresholding
Contact

Haar Wavelet with Lifting and Incremental Option
Contact

Backtrader wrapper indicator exposing GBS/Bj-St 2002 Options Greeks: delta, gamma, theta, vega and rho
Contact

Calculate an Option's Implied Volatility using GBS/Bjerksund-Stensland 2002
Contact

Rolling VWAP (in four lines):
Contact

Zigzag Indicator (reduced 100 lines of code to 18):
Contact

Expectations

Algotrading, market analysis, quant oriented tasks.

Employment Preferences

Experience

Skills

• Python