Systematic trader and quantitative researcher focused on algorithmic execution in Indian markets.
I work on:
• Designing and validating rule-based trading systems
• Robust backtesting with walk-forward and Monte Carlo analysis
• Slippage and execution modeling for NSE instruments
• Building production-grade Python execution stacks using broker APIs
• Risk-layer engineering (position sizing, capital allocation, drawdown controls, kill switches)
My primary interest is in building resilient, risk-managed systems rather than optimizing for headline CAGR. I’m particularly focused on robustness, capital efficiency, and deployment discipline.
Currently working on:
– Strategy licensing (code-only, no signals)
– Algorithmic execution infrastructure for systematic traders
– Quant research and validation services
Happy to discuss:
• Execution architecture
• Risk modeling
• Backtesting methodology
• Infrastructure best practices
Not offering tips, discretionary signals, or advisory services.
@KumarKuldipDas I am in Kolkata but I have extensive experience in the kind of data driven strategy testing that you need. Please feel free to reach out to me at [email protected]. Thanks.
There might be a simpler but more robust way to do this. Download historical data for NIFTY 50 index for the last 2 days till today. Run after market open. If the last date = today, then the market is open, else market is closed.
