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.
