Quantitative Research & Trading Systems
Systematic strategies that survive out-of-sample - and live capital.
I research, build, and deploy systematic trading strategies end to end - signal research through execution and live monitoring - for options and crypto markets.
Who this is for
- → Prop trading desks and hedge funds that need a researcher who owns the full stack - signal, backtest, execution, deployment
- → Family offices wanting a systematic overlay run with discipline
- → Crypto trading firms building HFT / MFT execution and microstructure infrastructure
Problems this solves
- • Strategies look great in-sample and fall apart the moment real capital is at risk
- • Backtests that ignore slippage, latency, and regime change - so live never matches paper
- • Research notebooks that never become a monitored, deployable live system
- • No honest way to tell whether an edge has quietly stopped working
What I do
Signal Research
Factor identification, statistical-significance and multiple-comparison testing, information-coefficient analysis
Execution-Aware Backtesting
Walk-forward analysis with regime splits, slippage and latency modeling, position sizing, and documented failure modes
Volatility & Microstructure
IV surfaces, skew, regime classification; order-flow and liquidity analysis for high-frequency markets
Live Deployment & Monitoring
Paper → small size → full allocation, with drift and regime monitoring so you know when an edge decays
Deliverables
- ✓ An execution-aware backtesting framework you own, with walk-forward and regime testing built in
- ✓ A documented strategy with its assumptions, edge, and failure modes written down
- ✓ A monitored live-deployment path from paper trading to full allocation
- ✓ Risk and execution logic your team can run without me
How we'd work together
Diagnostic review (1–2 weeks)
Strategy and methodology audit - overfitting review, validation design, and an honest read on whether the edge is real.
Research sprint (4–8 weeks)
Focused signal research or an execution-aware backtesting framework built to your markets.
Full build (2–6 months)
Research through live deployment, with monitoring and a clean handoff to your team.
Example outcomes
Built and ran live systematic index-options strategies on real capital at Mastertrust
Now researching crypto HFT market-making and index-options MFT execution at NK Securities
Backtesting frameworks with walk-forward validation, regime splits, and slippage modeling that hold up live
Tools & methods
Related case studies
Have a problem worth solving?
Whether you need a quantitative researcher, a Machine Learning systems builder, or a technical advisor, I take a small number of consulting engagements at a time.
Book a call →