Vivek Kumar Arya

• Collaborated with cross-functional teams to design, develop, and implement high-quality Python applications.
• Designed and implemented a trading strategy that automates order placement upon signal generation, while effectively tracking both target and stop‑loss levels.
• Established and managed a FastAPI to ingest high‑frequency data from an external source API, and successfully implemented a custom algorithm to process and analyze the information.
• Implemented a WebSocket-based UDP protocol to retrieve high-frequency data from NSE following successful subscription of instruments. Utilized a publisher-subscriber model of Redis to publish the data on unique channels.

Implemented a process to incorporate daily incremental data and apply corporate actions to historical data, leveraging circulars from the NSE for accurate and up‑to‑date information.

Moved the entire Futures and Options data from AWS S3 to AWS EFS, ensuring a structured organization for efficient storage and retrieval.

Achieved 70% optimization in Quantsapp's end‑of‑day (EOD) process, leveraging multiprocessing and multithreading for improved performance and efficiency in generating historical data for over 60% of tools.

Developed a process to read data from Apache Kafka servers, storing it in a shelves file, and generating daily data of size around 5GB for all instruments traded on the NSE.