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Lucas MoraesLM
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Lucas Moraes

@lucasmoraes

Quantitative analyst building systematic trading research at an independent practice; developed a research-to-execution stack for live orders.

Brazil
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I built an end-to-end research-to-execution stack as an Independent Quantitative Researcher & Systematic Trading Developer, connecting DuckDB market-data ingestion, Python research notebooks and Streamlit dashboards to automated MetaTrader 5 and NinjaTrader 8 execution.

After auditing a 3,490-order XAGUSD blotter, I found that the apparent edge came from optimistic fill prices rather than alpha. Monte Carlo analysis of a 114-trade live history also showed near-zero edge in the original strategy, so I redirected research toward a variant with better cost economics.

At Blue3 Investimentos (XP Investimentos partner office), I published technical-analysis reports and swing-trade recommendations, built and monitored Brazilian equity pairs, and supported the live trading room. I’m a CNPI-T licensed technical analyst with an engineering degree and an MBA in Data Science for Financial Markets.

Experience

Work history, roles, and key accomplishments

SE
Current

Independent Quantitative Researcher

Self Employed

Jan 2024 - Present (2 years 10 months)

Built an end-to-end research-to-execution stack for systematic trading, including data ingestion, research notebooks, dashboards, and automated execution on MetaTrader 5 and NinjaTrader 8. Conducted Monte Carlo analysis and forensic audits to validate strategies and improve cost economics.

PythonDuckDBStreamlitMeta Trader 5
Ninjatrader 8
Monte CarloBootstrap
Kaplan Meier
Ornstein Uhlenbeck Process
GEX
REST APIsSQLVPS
BI

Equity Research Analyst

Blue3 Investimentos

Mar 2021 - Aug 2023 (2 years 5 months)

Served as technical-analysis specialist for equities, long & short, and crypto. Published research reports and swing-trade recommendations, built and monitored pair trades, and supported the live trading room with intraday setups and risk guidance.

Technical analysisEquities
Long Short
Cryptocurrency
Swing Trading
Research Report
Trading Desk Support

Education

Degrees, certifications, and relevant coursework

XE

XP Educação

MBA, Data Science for Financial Markets

2022 - 2023

MBA in Data Science for Financial Markets from XP Educação, completed in 2023.

São Paulo State University (UNESP) logoSU

São Paulo State University (UNESP)

Bachelor of Engineering, Bioprocess and Biotechnology Engineering

2013 - 2019

Bachelor of Engineering in Bioprocess and Biotechnology Engineering from São Paulo State University (UNESP), completed in 2019.

EV

ETEC Vasco Antonio Venchiarutti

Technical Degree, Information Technology

2008 - 2010

Technical Degree in Information Technology from ETEC Vasco Antonio Venchiarutti, completed in 2010.

AP

APIMEC

CNPI-T, Technical Analysis

CNPI-T certification as a Brazilian licensed securities analyst in the technical analysis track, recognized by CVM.

Tech stack

Software and tools used professionally

Availability

Looking for a job

Location

Brazil

Authorized to work in

Salary expectations

20k+ BRL

Job categories

Quantitative Analyst
Systematic Trading Researcher

Skills

Quantitative Research
Systematic Trading
Technical analysis
Strategy Backtesting
Out Of Sample Validation
Transaction Cost Analysis
Monte Carlo SimulationsStatistical Inference
Kaplan Meier
Mean Reversion
Factor Analysis
Ornstein Uhlenbeck Process
Gamma Hedging
VolatilityData Ingestion

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