Arthanareeswarar Ravi — Product Engineer

Now I am currently working in own trading in the Indian market in the options trading using my own strategy as I previously gained my quality experience as a Quantitative Research Intern at Castlegate Capital, where my primary responsibility is implementing systematic trading strategies in real trading environments. I work on developing and backtesting strategies, ensuring they are robust under real-world constraints such as slippage, commission, and intraday execution. Once validated, I handle the transition from research to live execution, focusing on accurate and efficient deployment in production. Previously, I interned at Rfund.ai, where I was responsible for the end-to-end development of algorithmic trading strategies for NIFTY and cryptocurrency markets. This involved data collection and cleaning, designing rule-based logic, coding trading algorithms, and running backtests using performance metrics such as Sharpe ratio, maximum drawdown, and win rate. Across both roles, I’ve worked extensively with Python and libraries like Pandas, NumPy, TA-Lib, and Backtrader to analyze historical data, create custom indicators, and evaluate strategy robustness. These experiences have enhanced my ability to think analytically, solve complex problems, and apply quantitative techniques in real-market environments. If there are any opportunities in Quant Research or Algorithmic Trading, feel free to DM me — I’m always open to new challenges and learning experiences.

Stackforce AI infers this person is a Fintech professional specializing in algorithmic trading and quantitative research.

Location: Erode, Tamil Nadu, India

Experience: 3 mos