I will build institutional quantitative trading systems in python

Brazil

I speak English, Portuguese

43 orders completed

Quantitative Developer: Research, Backtest and Deploy Trading Systems

I work with professional traders, prop firms, hedge funds, managers and fintechs to research, validate, and develop quantitative trading systems—from alpha discovery to production deployment. I turn m...

Level 2

Has met high performance criteria and has a proven track record for meeting client expectations.

About this Gig

Plug-and-play quantitative trading systems available.


I build custom, production-ready systems for professional traders, hedge funds, family offices, asset managers, and fintechs that demand performance, auditability, and full control.


Markets:

Crypto assets: Binance, Coinbase, Bybit, OKX, Kraken, and Deribit.


Stocks, ETFs, and options: NYSE, Nasdaq, and Cboe.


Futures and commodities: CME, CBOT, NYMEX, COMEX, ICE, and Eurex.


Forex, CFDs, and fixed income: subject to availability.


Execution and connectivity:

Interactive Brokers, Saxo Bank, Trading Technologies, CQG, and Rithmic via REST, WebSocket, or FIX.


Institutional data:

Bloomberg, LSEG, FactSet, S&P Global, Databento, RavenPack, and licensed feeds. Pipelines for tick-by-tick data, L2/L3 order books, point-in-time fundamentals, corporate events, macro data, news, social media, and alternative data.


Systems may combine algorithmic trading, quantitative modeling, ML/DL, reinforcement learning, and NLP.


I deliver modular, scalable architecture, realistic backtesting, OOS, walk-forward, Monte Carlo and stress testing, risk management, automated execution, monitoring, documentation, and full source code ownership.

Technology:

Jupyter Notebook

PostgreSQL

NumPy

Other

Analysis type:

Quantitative analysis

Statistical analysis

Expertise:

Alerts

Experiment design

Algorithms

Prediction

Programming language:

Python

SQL

Other

Tools:

Other