SHIVAM BHARDWAJ — CEO

I’m a quantitative trader and algorithmic strategist focused on building high-performance trading systems across CeFi, DeFi, and cross-venue derivatives markets. My work sits at the intersection of quant research, microstructure analysis, and distributed systems engineering, with strategies spanning: • Cross-exchange arbitrage (USDT/USDC & multi-venue basis capture) • Systematic market-making and liquidity-provision models • Liquidation sniping & micro-volatility event exploitation • Delta-neutral DeFi yield strategies & on-chain execution • Early-token identification frameworks (pre-explosion setups) • Trend–reversal detection & regime-adaptive systems ⸻ Over the past few years, I’ve built a complete, low-latency trading stack with: ⚙️ Real-time WebSocket market data ingestion (Bybit, Binance, Hyperliquid, Perp DEXs) ⚙️ Ultra-fast spread engines with Numba-accelerated BPS calculations ⚙️ Parallel WebSocket pipelines for snapshots, fills, and order latency tracking ⚙️ Automated order-execution with slippage, liquidity, and queue-position modeling ⚙️ On-chain analytics for LP depth, smart-money flows, stablecoin migration & MEV impact ⚙️ Full trading telemetry pushed to Telegram and JSON-based trade logs ⚙️ Backtesting and live-model fusion, including 3+ years of data per strategy This infrastructure supports both CeFi arbitrage and DeFi execution, enabling strategies that operate across centralized exchanges, DEXs, perps, and on-chain liquidity venues. ⸻ I’m also actively developing: 🔍 A DeFi early-token identification engine to detect tokens before 200–300% breakouts using liquidity expansion, smart-money behavior, and on-chain flows. ⚡ A liquidation-cascade detection framework leveraging OI deltas, CVD shocks, volatility bursts, and microstructure collapse patterns. 🌐 A delta-one hybrid model mixing spot + perpetual hedging to capture risk-adjusted yield across market regimes. ⸻ I’m now open to partnering with HNIs, funds, and investors looking to scale quantitative, data-driven crypto strategies with robust execution, strong risk frameworks, and proven live testing (including slippage, latency, and liquidity analysis). 📈 If you’re exploring systematic trading opportunities — in CeFi, DeFi, or hybrid execution — let’s connect.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and algorithmic strategies.

Location: Gurugram, Haryana, India

Experience: 4 yrs 6 mos