Tejas Kapadia

Co-Founder

London, England, United Kingdom12 yrs 2 mos experience

Key Highlights

Expert in High-Frequency Trading and Quantitative Research.
Proven track record in developing trading systems and frameworks.
Strong background in financial markets and trading strategies.

Stackforce AI infers this person is a Fintech professional specializing in High-Frequency Trading and quantitative analytics.

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Skills

Core Skills

Software DevelopmentHigh-frequency TradingTrading SystemsQuantitative ResearchTradingFinancial Markets

Other Skills

Apache KafkaBloombergC++Crypto marketsDerivativesETFsElectronic TradingEquitiesEquity DerivativesFPGA mass cancel solutionFinancial ModelingFuturesGoGolangGoogle Cloud Platform (GCP)

Experience

12 yrs 2 mos

Total Experience

3 yrs

Average Tenure

Current Experience

Odum research

Co-Founder/Head of Systems Architecture

Oct 2021 – Oct 2023 · 2 yrs · Greater London, England, United Kingdom · On-site

Designed and implemented a completely new HFT trading system in Golang, particularly focused on Crypto markets.
Developed a fully featured data, analytics, and simulation framework, which was extended into mass parallel simulations using Kubernetes architecture on Google Cloud Platform (GCP).
Implemented an HFT market-making arbitrage strategy, trading several centralized Crypto exchanges.

GolangKubernetesGoogle Cloud Platform (GCP)HFT trading systemCrypto marketsSoftware Development+1

Mako trading

Trading Performance Engineer

Jun 2019 – Jul 2021 · 2 yrs 1 mo · Greater London, England, United Kingdom

Proposed and contributed to the development of a company-wide data streaming framework into Google Cloud Platform (GCP) using Kafka and Google Flatbuffers.
Designed and implemented a scalable analytics framework using Go/gRPC, including comprehensive pricing, execution, and latency analysis.
Created a centralized frontend GUI framework for all analytics, using Python/QT.

Google Cloud Platform (GCP)KafkaGogRPCPythonQT+2

A.p.t. portfolio private limited

Quantitative Trader

Jun 2016 – May 2019 · 2 yrs 11 mos · Greater London, England, United Kingdom

Designed and built a fully automated HFT options market-making strategy on CME, including algorithms for volatility fitting, adjustments, and dynamic execution parameters.
Developed a live streaming/analytics framework to produce both real-time and historic analysis.
Created a scalable simulation framework for underlying and volatility valuation.
Architected an FPGA mass cancel solution for CME, studying network infrastructure and using feedback from exchange data to achieve top 3 competitiveness in many options products.

HFT options market-makingVolatility fittingLive streaming/analytics frameworkFPGA mass cancel solutionHigh-Frequency TradingQuantitative Research

Imc financial markets & asset management

2 roles

Garden Leave

Sep 2014 – Sep 2015 · 1 yr

1-year non-compete ending Sept 2015

Derivatives Trader

Jul 2010 – Sep 2014 · 4 yrs 2 mos

Experience trading ETFs, Futures, and Options with many different groups, including Equity Index, Fixed Income/Currencies/Commodities (FICC), and Single Stock Equity Options.
Responsible for managing trading and operational risk, troubleshooting automated systems, producing comprehensive market research, and optimizing parameters to maximize PnL.

ETFsFuturesOptionsTrading risk managementMarket researchTrading+1