SYSTEM_INFO
ABHISHEK AGARWAL
QUANTITATIVE ANALYST / TRADER

LOCATION: New Delhi, India

EXPERIENCE: 10+ Years

SPECIALIZATION: Algorithmic Trading

CLEARANCE: NISM Series 8

STATUS: AVAILABLE

AUM_MANAGED: INR 200,000,000

AVG_ANNUAL_RETURN: +23.5%

SHARPE_RATIO: 4.84

MAX_DRAWDOWN: -3.3%

WIN_RATE: 68%

PERFORMANCE_MONITOR
PORTFOLIO PERFORMANCE (%) - LAST 12 MONTHS
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     35 |              ╭─╮                   
     30 |             ╱  ╰╮      ╭─╮        
     25 |   ╭────╮   ╱    ╰─╮   ╱  ╰╮       
     20 |  ╱      ╰─╯       ╰─╮╱    ╰╮      
     15 | ╱                   ╰      ╰─╮    
     10 |╱                             ╰────
      5 |                                   
      0 |___________________________________
        JAN  FEB  MAR  APR  MAY  JUN  JUL  AUG  SEP  OCT  NOV  DEC
TECHNICAL_STACK

[LANGUAGES]

> Python 3.9
> Java
> SQL

[FRAMEWORKS]

> PyTorch
> Pandas
> NumPy
> Scikit-learn

[PLATFORMS]

> Bloomberg
> Reuters
> FIX Protocol
> AWS
> Docker

[STRATEGIES]

> Short Gamma
> Mean Reversion
> Momentum
> Options Greeks
PROJECT_REPOSITORY
> git log --oneline -1
[PROJECT_001] COSMOS_GREEKS_CALCULATORSTATUS: ACTIVE
Production-grade options Greeks calculator specifically engineered for high-frequency trading in Indian and crypto derivatives markets, solving the critical 0-DTE calculation failures of existing libraries.
GitHub: https://github.com/abhi-uno/cosmos_greeks
Features:
• Multi-Engine Architecture - Automatically switches between digital, analytical engines based on time-to-expiry for optimal accuracy.
• True 0-DTE Support - Correctly calculates theta and gamma for options expiring in minutes, not years, using trading hours instead of calendar time.
• Crypto & Equity Native - Built-in support for 24/7 crypto markets and Indian index options with proper lot sizes and market conventions.
• Memory-Efficient Vectorization - Processes millions of options using multiprocessing with streaming writes to prevent memory overflow.
• Intrinsic Violation Handling - Automatically detects and adjusts when market prices violate intrinsic values, preventing IV calculation failures.
TECH_STACK:
• Python 3.8+ - Core language
• NumPy - Vectorized numerical computations
• SciPy - Statistical distributions and optimization (Newton-Raphson, Brent methods)
• PyArrow/Parquet - High-performance data I/O and storage
• Multiprocessing - Parallel processing for large datasets
• Pandas - Data manipulation and analysis
CONTACT_INTERFACE
Initializing secure communication channel...

EMAIL: abhi@abhi.uno

LINKEDIN: https://www.linkedin.com/in/abhishek-agarwal77/

GITHUB: https://github.com/abhi-uno

LOCATION: New Delhi, India

TIMEZONE: IST (UTC+5:30)