SHANTANU PRATAP WAGH
Sangli
Summary
Quantitative Developer & Trader with a B.Tech in Computer Science. Specialized in developing algorithmic strategies using signal processing (Wavelets, Hilbert Transforms) and automated execution on MT5. Proven track record of managing risk and developing self-learning "Wisdom Engines" to optimize entry/exit logic in FX and Commodities markets.
Overview
3
3
years of professional experience
3
3
Certifications
Work History
Quantitative Trader & Developer
Independent Quantitative Researcher
Palus
08.2023 - Current
- Automated Execution Bot: Developed a Python-MQL5 bridge for real-time execution, utilizing anchored VWAP and Volume Profile (POC/VAH/VAL) for institutional liquidity-based entries.
- Gen 5.0 Signal Processing Engine: Designed trading framework for XAU/USD and EUR/USD using Hilbert Transforms and Wavelet analysis to filter market noise and identify cyclical phase shifts, enhancing trading accuracy.
- The 'Wisdom Engine': Built a self-correcting system that logs trade execution failures and dynamically adapts parameters to avoid repetitive drawdowns.
- Market Microstructure: Identified accumulation/distribution phases and liquidity sweeps using order flow signatures and RSI divergence.
Project Trainee
BARC
Mumbai
01.2023 - 03.2023
Education
B.Tech - Computer Science & Engineering
Rajarambapu Institute of Technology
sangli01.2023
Skills
- Algorithm development
- Python
- C
- MQL5
- Pine Script
- QuantConnect
- MetaTrader 5
- ONNX
- Ollama
- Volume Profile Analysis
Hobbies and Interests
Fitness training (Cardio), Meditation practices (Tratak)
Certifications And Achievements
- NVIDIA DLI: CUDA C/C++ (High-Performance Computing)
- CME Group: Financial Markets & Derivatives Certification
- AWS: Technical Essentials
- Trading Milestone: Successfully scaled a micro-account by over 600% using disciplined volume-based strategies
Trading And Project Experience
Independent Quantitative Researcher, 02 Years, Gen 5.0 Signal Processing Engine, Designed a trading framework for XAU/USD and EUR/USD incorporating Hilbert Transforms and Wavelet analysis to filter market noise and identify cyclical phase shifts., Automated Execution Bot, Developed a Python-MQL5 bridge for real-time execution, utilizing anchored VWAP and Volume Profile (POC/VAH/VAL) for institutional liquidity-based entries., The 'Wisdom Engine', Built a self-correcting system that logs trade execution failures and dynamically adapts parameters to avoid repetitive drawdowns., Market Microstructure, Identify accumulation/distribution phases and liquidity sweeps using order flow signatures and RSI divergence.
Languages
English
Proficient (C2)
C2
Certification
Computing with CUDA C/C++ by Nvidia DLI
Timeline
Quantitative Trader & Developer
Independent Quantitative Researcher
08.2023 - Current
Project Trainee
BARC
01.2023 - 03.2023
B.Tech - Computer Science & Engineering
Rajarambapu Institute of Technology