Pete P.

Python Trading Infrastructure Engineer | Exchange Connectivity | Backtesting | Live Execution | GMT+7 I build the infrastructure that makes trading strategies actually work in production: exchange connectors, real-time data pipelines, backtesting engines, and live execution systems. My background is in trading systems engineering, not strategy development. I don't generate alpha, I validate it and build the systems that execute it reliably, fast, and correctly. If you have a strategy that needs to be automated, backtested properly, or connected to a live exchange, that's what I do. ▶ TECHNICAL EXPERTISE ◀ • Exchange connectivity: Binance, ByBit, Coinbase, OKX, Bitget, Interactive Brokers (IBKR TWS) • Trading frameworks: Hummingbot (top-10 OSS contributor) | NautilusTrader | QuantConnect • CEX and DEX connectivity | WebSocket market data | REST order management • Backtesting engines: correctness, performance optimization, realistic fill simulation • Prediction markets: Kalshi, Polymarket • Languages: Python, Cython, C++ • Low-latency optimization: asyncio profiling, network tuning, thread isolation • Strategy types supported: arbitrage, market-making, trend-following, mean-reversion, grid bots • Data: NumPy, Pandas, Dask, Parquet, PostgreSQL ▶️ WHY CHOOSE ME ◀️ 8+ years building trading systems professionally, including 2 years at CoinAlpha (Hummingbot, top-10 OSS contributor), ongoing freelance work across crypto, equities, and prediction markets. Georgia Tech M.S. Computer Science, 3.8 GPA. Top Rated on Upwork, 5-star rating. Keywords : Hummingbot, Nautilus Trader, NautilusTrader, Backtesting, Optimization, Latency, Quant, Interactive Brokers, IB, IBKR, TWS, Lean, Quantconnect, Quant Connect, QuantConnect, Trader, Indicator, ForEx programmer, code an Indicator, Python, C++, Cython, Automated Strategy, Quant Dev, Historical Data, Strategy Analysis, Performance Analysis