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leo_quantlab

Leonardo Oliver

@leo_quantlab

Algorithmic Trading Systems and Strategy Validation

Chile
Spanish, English
About me
I build and validate algorithmic trading systems. I run a live crypto system across 8 pairs: 54,000+ lines of Python with 70 dedicated validation scripts. My focus is the part most people skip: proving whether a strategy has a real edge. Permutation tests, out-of-sample splits, walk-forward analysis, and execution audits that catch fake profits inside a backtest. I recently found a strategy showing a Profit Factor of 3.55 that collapsed to 0.94 once fills were realistic. The edge never existed. I'll tell you what your numbers say, even when it isn't what you hoped.... Read more

Skills

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leo_quantlab
Leonardo Oliver
Offline • 
Average response time: 2 hours

See my services

Data Analytics Consultation
I will statistically validate your trading strategy and prove if it has real edge
From$45 / projectMore details
Statistical Modeling & Analytics
I will audit your trading track record and prove if your edge is real
From$65 / projectMore details

Portfolio

Work experience

Self_Employed

Algorithmic Trading Systems Developer

Self Employed • Freelance

May 2026 - Present • 3 mos

Design, validation and live operation of a multi-pair algorithmic trading system for crypto futures markets. Built the full stack in Python: exchange execution layer, multi-strategy signal engine, risk management with adaptive position sizing, market regime detection, and a web dashboard for monitoring. 54,000+ lines across 172 scripts. Every strategy must pass permutation testing, in-sample/out-of-sample validation and walk-forward analysis before going live. Several were rejected for failing those tests, including one that showed a Profit Factor of 3.55 in backtest and 0.94 once execution was modelled realistically.