I build autonomous AI trading systems, multi-agent pipelines, and high-performance quant infrastructure. Currently working at the intersection of LLM reasoning and systematic trading.
| Repository | Status | Description |
|---|---|---|
| agentic-quant-sandbox | Active |
Autonomous 3-agent AI trading pipeline β Research, CodeGen, and Critic agents that analyze markets, write backtests, and validate strategies. |
- Languages: Python, Rust
- Frameworks: FastAPI, LangChain, LangGraph, Textual
- Quant: vectorbt, pandas-ta, yfinance
- Infrastructure: MongoDB, Redis, Docker
- Quant Systems: Event-driven strategy backtesters, portfolio optimization engines, and market execution layers.
- AI Agent Architectures: Custom multi-agent consensus networks, self-correcting code generation workflows, and structured LLM validators.
- Algo Trading Infrastructure: High-throughput streaming data integrations, low-latency microservices, and robust caching topologies.
- LinkedIn: /in/ram-sri-varma
- Email: ramsrivarma5@gmail.com
"Build systems that think. Trade systems that don't."