Hi, I’m Rajkumar Mahato
A Quant Analytics & Backend Developer building a unified OHLCV-based financial analytics platform.
I design data-driven APIs, risk models, portfolio analytics, and strategy backtesting enginesthat transform market data into actionable insights.
Featured Services
Building financial analytics systems is a structured process that combines market data understanding, statistical reasoning, and robust system design.
From working with OHLCV price and volume data to modeling returns, volatility, and risk, each analytical layer deepens the ability to interpret how markets behave across time and conditions.
By developing modular analytics engines, validating assumptions, and iterating on real market data, complex ideas evolve into reliable, reusable financial insights. Progress comes from building, testing, and refining systems that prioritize correctness and clarity.
About Me
I focus on building data-intensive financial systems where accuracy, performance, and clarity matter more than surface-level visuals. My work centers on transforming raw market data into structured analytics and actionable insights.
With a strong backend-first mindset, I design scalable APIs, robust analytics engines, and reproducible quantitative models that power real-world trading, risk analysis, and portfolio decision-making workflows.
Every component is built with a focus on correctness, statistical validity, and long-term maintainability.
My Skills
What I Bring to the Table
This platform is built to provide end-to-end financial market analysis services using OHLCV data. These services enable exploration of price movements, returns, volatility, and risk metrics, delivering a clear understanding of how individual assets and portfolios behave over time.
Services are focused on:
- Market & Portfolio Analytics
- Technical Strategy Engine
- Market Regime & Sentiment Intelligence
- Earnings Event Market Impact Analysis
- Unified Quant Analytics Platform