— currently building at Pranjali Growcap

Vikas
Sharma.

> Quantitative Developer / Algo Trading Infra / Open Source

I build production-grade algorithmic trading systems for Indian & US equity and options markets — multi-broker SDKs, distributed execution engines, and NumPy-vectorized backtesters. Author of pyzdata on PyPI.

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accounts managed
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backtest speedup
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github stars
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About

I'm a Quantitative Developer at a proprietary options trading firm where I've spent 3+ years architecting the infrastructure that turns strategy research into executed trades.

My work sits at the intersection of Python performance engineering, distributed systems, and financial data engineering. I've designed multi-broker SDKs integrating Zerodha, Interactive Brokers, and XTS; built a ZeroMQ hub-spoke execution engine that runs autonomously on AWS; and rewritten a backtester from ~150 hours down to <1 hour through NumPy vectorization and parallel orchestration.

Outside work, I maintain pyzdata — an open-source Python library, CLI, and web app for Indian historical market data — and occasionally publish Windows shell utilities for other traders. Long-form reading tilts toward systems and trading — Designing Data-Intensive Applications, Options as a Strategic Investment, Atomic Habits.

locationNew Delhi, IN
timezoneUTC+05:30
experience3+ years
marketsNSE · BSE · NFO · MCX · CBOE
focusoptions & derivatives
status open to new roles
02

Work

Feb 2024 — present

Software Engineer II · Pranjali Growcap

Proprietary options trading firm — Indian & US equity / derivatives.

  • Algo Trading SDK — full-lifecycle Python SDK executing ₹400+ Cr daily turnover across 150+ accounts via Zerodha, IBKR, and XTS; real-time RMS, reconciliation, P&L.
  • US Options Engine — ZeroMQ hub-spoke architecture: central TWS hub + 5 independent strategy processes with CSV state machines for crash recovery; fully autonomous on AWS EC2.
  • Backtesting Engine — NumPy-vectorized rewrite with O(log n) lookup and 37-level portfolio stop-loss; 150× speedup (150 h → <1 h).
  • Parallel Orchestration — FileLock job distribution across 16 terminals processing 50,000+ param combos × 250+ dates × 6 DTEs.
  • Strategy Research — backtested 200+ options selling strategies on 8+ yrs of tick-level data; Polars + DuckDB dashboards with Excel heatmaps via xlwings.
  • Python
  • NumPy
  • Polars
  • DuckDB
  • ZeroMQ
  • ib_async
  • AWS EC2
  • Docker
Jul 2022 — Jan 2024

Software Engineer · Pranjali Growcap

Foundational platform work.

  • Built v1 of the firm's algo trading SDK integrating Zerodha Kite & XTS APIs with real-time WebSocket market-data streaming.
  • Developed the firm's first in-house backtesting framework for Indian F&O markets, replacing ad-hoc spreadsheet workflows.
  • Shipped internal monitoring stack (Streamlit + Telegram bots) for live trade alerts, P&L dashboards, and system-health checks.
  • Designed ETL pipelines for tick-level NSE/BSE data.
  • Python
  • Pandas
  • Zerodha Kite
  • XTS
  • WebSocket
  • Streamlit
  • Telegram API
Jan 2022 — Jun 2022

Data Analyst Intern · Pranjali Growcap

  • Built NSE/BSE tick-data cleaning pipelines; contributed pattern-recognition research feeding early strategies.
03

Projects

flagship · open source live on PyPI source

pyzdata.

Indian historical market-data downloader — Python library · CLI · Streamlit web app.

Download OHLCV + Open Interest data for any NSE / BSE / NFO / MCX instrument — intervals from 1-minute to daily. Zero API subscription required. Features parallel downloads, disk caching, rate-limiting, retries, typed exception hierarchy, and 90 unit tests. Python 3.10–3.13, PEP 561 typed, trusted publishing via GitHub Actions (Sigstore-signed releases).

$ pip install pyzdata copy
PythonPyPIStreamlit CLIThreadingPandas GitHub ActionsSigstore
version1.0.6
statusProduction/Stable
stars25★
forks15
tests90 unit
licenseMIT
enterprise // 02

US Options Trading Engine

ZeroMQ hub-spoke architecture — central TWSMasterHub maintains a single TWS connection; 5 independent strategy processes (SRE, BRE, B120, SRE TP/SL) communicate via message-passing. CSV state machines for crash recovery, smart order execution with price chasing & stale-fill detection. Fully autonomous on AWS EC2 with IBC-managed TWS restarts.

5processes
24/7autonomous
SPX / SPY / ESinstruments
Python 3.12ZeroMQib_asyncAWS EC2IBC
enterprise // 03

pgcbacktest — Backtesting Engine

NumPy-vectorized engine with O(log n) price lookup, synthetic future ATM detection, SD-based strike routing, 37-level portfolio stop-loss. FileLock orchestrator distributes jobs across N parallel terminals; Polars + DuckDB aggregator pushes live heatmaps to Excel via xlwings.

150×speedup
50K+param combos
16parallel terminals
NumPyPolarsDuckDBParquetFileLockxlwings
enterprise // 04

Algo Trading SDK

Multi-broker Python SDK automating the full trade lifecycle — signal generation, order placement (Zerodha, IBKR, XTS), real-time RMS, position reconciliation, and P&L tracking. Eliminated 100% of manual order flow.

₹400 Cr+daily turnover
150+accounts
3broker integrations
PythonWebSocketMultithreadingZerodha KiteIBKRXTS
open source · 27★ github ↗

APICostFree-Zerodha-Trade

Python REST wrapper implementing authentication, session management, and order/market-data endpoints — enabling programmatic Zerodha Kite trading without the paid API subscription. Adopted across the Indian retail algorithmic-trading community.

PythonRESTZerodhaRequests
open source github ↗

Developer Tools

Suite of Windows-integrated utilities built for multi-monitor trading setups — Jupyter context-menu launcher, PickleParquetReader file-association handler, TerminalSequence grid arranger, and Tele_Easy_Bot Telegram wrapper.

PythonWindowspygetwindowTelegram API
internal tooling // 07

Strategy Analysis Dashboard

Real-time straddle-selling optimizer built in Streamlit with interactive Plotly heatmaps, advanced multi-dimensional filters, and live performance metrics. Pushes formatted Excel heatmaps via xlwings for offline review.

StreamlitPolarsPlotlyxlwings
04

Stack

languages

  • Python (expert)
  • C++
  • SQL
  • Bash

quant & data

  • NumPy
  • Polars
  • Pandas
  • DuckDB
  • Numba
  • Dask
  • Parquet
  • Plotly

systems

  • ZeroMQ
  • WebSocket
  • AsyncIO
  • Multithreading
  • FileLock
  • Docker
  • AWS EC2
  • Linux

web & tools

  • Django
  • Flask
  • FastAPI
  • Streamlit
  • Selenium
  • Git
  • GitHub Actions

broker APIs

  • Zerodha Kite
  • Interactive Brokers (TWS / ib_async)
  • XTS
  • IBC

markets

  • NSE · BSE · NFO · MCX
  • CBOE · CME
  • NIFTY · BANKNIFTY · SENSEX
  • SPX · SPY · ES
education
BSc Computer Science — Shaheed Sukhdev College of Business Studies, University of Delhi 2021–2023
competitive programming
CodeChef 2★ (1495, peak 1559) · LeetCode 65 solved (43E · 21M · 1H) · HackerRank SQL Intermediate + 3 verified certs
05

Contact

I'm open to new roles in quantitative development, algo trading infrastructure, and fintech engineering — full-time or contract. I'd also love to hear about interesting open-source collaborations.

email → jnv2252@gmail.com phone → +91 93541 76313
linkedin github pypi résumé