Independent quantitative consultant. I help systematic traders, crypto funds, and small quant operations identify structural weaknesses in their trading systems and build infrastructure that holds up in live markets.
What I work on:
- Strategy robustness diagnostics — overfitting, drawdown fragility, regime blindness
- ML-augmented signal engineering — XGBoost, LSTM, ensemble methods
- Risk decomposition and Sharpe architecture
- Backtest-to-live gap analysis — slippage, funding rates, execution modeling
- Systematic trading infrastructure — execution pipelines, monitoring, cloud deployment
Stack: Python · NumPy/Pandas · Scikit-Learn · Keras/TF · XGBoost · VectorBT · Zipline · PyPortfolioOpt · ccxt · Glassnode · Polygon.io · IBKR API · PostgreSQL · Docker · Cloudflare
Credentials: MIT (15.455x, 15.415x, 6.86x) · Oxford Algorithmic Trading · RWTH Reinforcement Learning · 10+ years in live markets · $10M+ AUM served
Engagements: Structured consulting — assessment → implementation → advisory. Max 3 concurrent clients. Remote-first. ACH / SWIFT / USDC.
📍 Argentina → Global 🌐 quant-solutions.pages.dev ✉️ catalaniclaudiodamian@gmail.com
