Lewis Van Winkle
I build trading systems, options pricing models, and quantitative infrastructure.
I'm the principal of Tulip Charts LLC. For over fifteen years I've built quantitative software for hedge funds, prop shops, and trading startups — options pricing engines, volatility models, backtesting infrastructure, and the data pipelines around them. I'm the author of Tulip Indicators, an open-source technical-analysis library used in production by trading platforms worldwide, and author of Hands-On Network Programming with C (Packt, 2019).
What I build
- Options pricing and volatility modelling. Black-Scholes and custom calibrated pricing models. Volatility surface fitting (SVI and custom parameterizations); skew and term-structure analysis.
- Backtesting and research infrastructure. Strategy engines, iterative optimization loops, walk-forward validation, slippage and market-impact modelling, drawdown and risk metrics.
- Autonomous trading systems. End-to-end automated execution, order routing, portfolio management and position sizing, risk controls, exchange and broker integration.
- Market and alternative data. EOD/intraday options data, IV calculation, indicator generation, time-series storage at scale. Real-time social-media monitoring for sentiment and event signals, integrated into systematic trading strategies.
- LLM integration for trading research. Strategy selection, signal generation, retrieval over market and fundamental data.
- Latency-critical and high-performance systems. Trading internals in C, network programming — I wrote the book on it — numerics, high-throughput data services, language interop.
Selected work
I've worked as an independent consultant for hedge funds, prop trading firms, and trading startups. Recent engagements include:
- Designed and built an LLM-driven options strategy engine for a quant trading startup, including backtesting, walk-forward validation, optimization loops, and production integration.
- Designed a custom volatility surface model — linearly fittable, calibrated against CBOE benchmarks — that outperformed both SVI and polynomial alternatives.
- Authored Tulip Indicators — a de facto industry-standard open-source technical-analysis library — used in production trading systems from startups to major hedge funds.
- Produced methodology white papers, architecture diagrams, and automated technical reports used in client investor and partner presentations.
Open source and projects
- Tulip Indicators — a C library of 100+ technical-analysis functions used by trading platforms across Node, Python, Go, Ruby, and others.
- Tulip Cell — Excel add-in providing the same technical-analysis functions as worksheet formulas.
- F5Bot — a service I built and operate that monitors Reddit for keyword mentions. Over 2 million alerts sent each week to 50,000+ users.
Book
Hands-On Network Programming with C (Packt, 2019). Sockets, TCP/UDP, IPv6, TLS, HTTP, and writing portable network code across Windows, macOS, and Linux.
About
I started programming at twelve and shipped my first commercial product the same year. Twenty-six years later, I specialize in the intersection of finance, numerics, and high-performance systems code — the work where correctness and detail matter more than fashion. I hold a master's in computer science from Georgia Tech, specializing in machine learning. I run Tulip Charts LLC from the United States and work with clients worldwide.
Engagements
I take retainer and hourly engagements, with a minimum of 20 hours per project. Briefly describe what you're building and your timeline, and I'll respond within a couple of business days.