Quant teams and trading firms burn months building plumbing before a single strategy goes live. I build production-grade quantitative infrastructure - data acquisition, storage, custom backtesting, walk-forward optimization and live execution - engineered for reliability and reproducibility.

Business-first: I start from your research and execution constraints, then deliver systems your desk can run and extend.

Data & backtesting infrastructure — broker/data-source interfaces, parquet/DuckDB storage, custom event-driven backtesting engine.

Strategy R&D & validation — walk-forward optimization, robustness testing, interpretable and reproducible performance analytics.

Live execution & deployment — stateful backtest-to-live migration, VPS deployment, monitoring, documentation and handover.

Requirements from client: data sources / broker access (or specs), the strategy logic or research to implement, target markets/instruments and execution constraints.