I build research and production systems at the intersection of software engineering, data, and quantitative finance — from alpha discovery and backtesting engines to portfolio analytics and real-time execution.
| Research performance | Production systems | Engineering impact |
|---|---|---|
| 50,000+ backtests/s across 6,000+ candlesticks | Portfolio analytics for 200+ clients and 25,000+ trades | Automated workflows saving ~40 hours/week |
| Backtesting throughput improved from 80 → 3,000/s | 20+ real-time KPIs for trading operations | Execution latency reduced from ~1s → 100ms |
| Walk-forward, Monte Carlo and temporal-stability validation | Multi-strategy portfolio construction and risk analytics | Operating costs reduced 50% on a research system |
- Quantitative research: alpha discovery, genetic programming, backtesting, statistical validation, time-series analysis and portfolio construction.
- Python and backend systems: APIs, market-data pipelines, WebSockets, data processing, testing and production automation.
- High-performance software: Python/C++ optimization, parallel computing, profiling and latency-sensitive architectures.
- Data-intensive products: portfolio analytics, BI dashboards, relational/document databases and full-stack financial applications.
Languages: Python · C++ · C#/.NET · TypeScript · SQL
Quant & data: pandas · NumPy · Polars · SciPy · scikit-learn · PyTorch · Monte Carlo · Reinforcement Learning
Backend & frontend: FastAPI · Django · Flask · REST APIs · WebSockets · React
Infrastructure: PostgreSQL · MongoDB · Docker · Kubernetes · AWS · Linux · CI/CD
- polars-talis — vectorized technical-analysis indicators built with Python and Polars.
- Pyjuque — open-source algorithmic-trading library to which I contributed backtesting functionality.
- CryptoFeeling — an early data/quant project exploring market sentiment.
I hold a BSc in Physics Engineering from the University of Guanajuato. I also created SundayTheQuant, an educational community with 10,000+ subscribers, where I teach programming, machine learning and algorithmic trading in Spanish.
I am especially interested in remote roles as a Senior Python Engineer, Quantitative Developer, Quantitative Researcher, Research Engineer, or FinTech Platform Engineer.
- SundayTheQuant
- Based in Guanajuato, Mexico · Spanish (native) · English (professional)