Last updated: Nov 04, 2026 · 10:15 PM UTC
MBA Candidate, McCombs School of Business
A passionate finance professional embracing technology to simplify complex financial products. CPA and CFA Level 1, with prior experience at JPMorgan. Currently pursuing my MBA at UT Austin.
Electronic trading platform for systematic execution of multi-leg, prebuilt derivative strategies with automated risk management, real-time position monitoring, and pre-trade analytics, including margin and fee estimation.
An interactive options intelligence platform focused on research, execution, and management, built to deliver an institutional-grade trading experience.
Added hedge multi-strike short straddle creation with margin checks, hedge-first execution, and recovery for incomplete entries. Introduced one-time scheduled entries in IST, duplicate-strategy protection, and percentage-based basket risk limits with rupee backstops. Built performance calendars, weekly targets, trading-cost reporting, and daily capital capture, keeping incomplete history explicitly marked. Deployed across two isolated trading desks with separate account data.
Rebuilt expiry-day Greeks and probability of profit on a real-clock Black-Scholes model that returns n/a instead of fabricated numbers, validated on a real 20-leg basket. Now captures every basket exit — RM-fired, manual, or expired — with position snapshots and realised P&L, verified across 2,300 randomised sequences with zero mismatches. Locked every route behind deny-by-default authentication and replaced push-to-deploy with guarded releases: market-hours check, database backup, health check, automatic rollback.
Built a templated strategy engine supporting five F&O structures — straddles, strangles, condors, and spreads. Before any order is placed, the platform assembles a live order book preview, computes per-leg Greeks via Black-Scholes, fetches real-time margin from Kite's basket API, and estimates all-in costs including brokerage and STT.
Began building a dedicated options intelligence layer after recognizing that raw NSE data alone wasn't sufficient for consistent decision-making.
Built a full order management UI — place, track, modify, and cancel live orders across baskets, with background Kite polling to auto-assign filled positions. Set up GitHub Actions to deploy to AWS EC2 on every push to main, reducing deploy friction to zero.
Extended the RM engine with Profit Shield — a trailing floor that locks in gains as P&L rises and persists overnight. Added a complete exit audit trail: every RM-triggered order logs instrument, fill price, attempt count, and final status. Resolved 20+ production bugs across async safety, WebSocket reconnect, and stale price handling.
Designed and shipped the foundational stack: FastAPI backend, Jinja2/HTMX frontend, SQLite persistence, deployed on AWS EC2. Integrated Kite Connect for real-time LTP over WebSocket and authenticated order placement. Built the Risk Management Engine — an async background loop that evaluates Profit Target, Loss Guard, and EOD Auto-Exit rules on every tick, with LIMIT-order retry and partial-fill handling.