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amirphl/README.md

Amir Pirhosseinloo

Quant Developer | Derivatives Pricing | HFT Systems | Statistical Arbitrage

Software engineer transitioning into quantitative finance, with experience in trading systems, order matching engines, market-data workflows, distributed financial services, and performance-sensitive backend systems. Currently focused on derivatives pricing, stochastic processes, numerical methods, market microstructure, and systematic trading.

amirphl4@gmail.com · LinkedIn: amir-pirhosseinloo · GitHub: amirphl

Target Roles

Quant Developer · Quant Research Engineer · Derivatives Pricing Engineer · HFT / Low-Latency Trading Engineer · Statistical Arbitrage Developer

Quantitative Finance Preparation

Structured study focused on derivatives pricing and quantitative trading:

  • Probability, martingales, Brownian motion, and stochastic calculus
  • Risk-neutral pricing and Black–Scholes
  • Numerical linear algebra and numerical pricing methods
  • PDE-based derivative pricing
  • Market microstructure and order-book dynamics
  • Statistical arbitrage research

Core references include Williams, Shreve, Hull, Trefethen & Bau, Evans, Durrett, and Wilmott.

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  1. atlas atlas Public

    List of some technology related stuff

    17 1

  2. matching-engine matching-engine Public

    Implementation of an order matching engine

    Go 2

  3. cipher-trader cipher-trader Public

    Advanced Trading bot (WIP)

    C++ 1

  4. simple-trader simple-trader Public

    A Go-based trading system with modular strategies, risk management, and exchange integration.

    Go 7 4

  5. Telegram-Trading-Bot Telegram-Trading-Bot Public

    From Telegram trading signals to real positions on an exchange

    Python 9 4

  6. Simpler-Trader Simpler-Trader Public

    Backtesting, Live Trading, Telegram Notifications

    Python