Market Impact Analysis & Trading Analytics Platform
Transformed analyst-developed scripts into an enterprise-grade API for institutional trading operations, providing accurate market impact assessments for global buy- and sell-side institutions.
Led the development of a sophisticated market impact analysis platform that helps institutional investors predict how their trading activities will affect market conditions. This enterprise-grade solution transforms complex financial algorithms into a scalable, maintainable system that delivers critical insights for trading operations. The companion Trade Cost Analysis (TCA) platform modernization significantly enhanced reporting capabilities while improving processing speed and calculation accuracy.
Project Journey
The Challenge
A collection of analyst-developed scripts lacked enterprise reliability, scalability, and maintainability. The existing TCA reporting infrastructure was outdated, prone to errors, and inefficient at processing large trading volumes.
The Solution
Architected and implemented a high-performance API using Django REST Framework to systematically transform financial algorithms into a robust enterprise product. For the TCA platform, I implemented modern software development lifecycle practices, rebuilt the calculation engine with proper separation of concerns, and created comprehensive automated testing suites.
The Outcome
Architected and implemented a high-performance API using Django REST Framework to systematically transform financial algorithms into a robust enterprise product. For the TCA platform, I implemented modern software development lifecycle practices, rebuilt the calculation engine with proper separation of concerns, and created comprehensive automated testing suites.
Key Features
High-Performance API
Custom-built REST API using Django REST Framework optimized for speed and reliability, handling complex financial calculations with minimal latency.
Financial Testing Framework
Comprehensive testing suite ensuring 99.99% calculation accuracy for critical trading algorithms and market impact assessments.
Validation System
Automated validation procedures that compare new calculations against historical results to ensure consistency and accuracy during system evolution.
Error Management
Sophisticated error handling system with proactive alerting and detailed logging for rapid issue resolution and minimal downtime.
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