class Pradeep():
role = "Quantitative Developer"
company = "Fiedge Quant LLP"
location = "India"
languages = [
"Python",
"SQL",
"C++"
]
backend = [
"FastAPI",
"Flask",
"SQLAlchemy"
]
databases = [
"PostgreSQL",
"MySQL",
"Redis"
]
streaming = [
"Kafka",
"WebSockets",
"AsyncIO"
]
interests = [
"Algorithmic Trading",
"Risk Engines",
"Market Data",
"Low Latency Systems"
]
motto = "Build systems that survive volatile markets."
✔ Low Latency Trading Systems
✔ Market Data Pipelines
✔ Order Management Systems
✔ Risk Management
✔ ETL Pipelines
✔ Kafka Streaming
✔ PostgreSQL Optimization
✔ FastAPI Backend Development
✔ Financial Analytics
✔ Algorithmic Trading
Production-ready trading journal built using
- FastAPI
- SQLAlchemy
- JWT Authentication
- MySQL
- Portfolio Analytics
- Risk Metrics
- Dashboard
Real-time OMS with
- Kafka
- PyQt
- WebSockets
- AsyncIO
- Order Validation
- Risk Checks
Real-time market data platform
-
Tick-by-Tick Processing
-
Kafka Streaming
-
PostgreSQL
-
WebSocket Distribution
-
High Performance ETL
SPAN based risk engine
-
Margin Calculation
-
Position Validation
-
Exposure Monitoring
-
Order Risk Checks
-
JWT Authentication
-
REST APIs
-
Dependency Injection
-
Background Tasks
-
SQLAlchemy ORM
-
Swagger Docs
- Quantitative Finance
- Options Pricing Models
- High Frequency Trading
- Distributed Systems
- System Design
- Machine Learning for Finance
-
🚀 Build an Open Source Trading Journal
-
⚡ Create a High Frequency Backtesting Engine
-
📈 Develop an Options Analytics Platform
-
🌐 Build Production FastAPI Microservices
-
🧠 Learn Rust for Low-Latency Systems
