I build data-driven systems for financial markets — focused on
alpha discovery, portfolio intelligence, and systematic decision-making.
- Quant Research & Signal Discovery
- Portfolio Optimization Systems
- Market Regime & Breadth Analysis
- Algorithmic Strategy Design
Python · SQL · TypeScript · C++
Pandas · Polars · NumPy · SciPy · Statsmodels
Scikit-learn · XGBoost · LightGBM · Optuna
FastAPI · React.js · Next.js · Tailwind
DuckDB · PostgreSQL · Docker · Git
Turn market noise into structured conviction.
Interested in quant, markets, or building something serious?
Reach out → rajpri8852@gmail.com