gsolaril

● First engineer in fund’s history. Team leader of development area, and collaborator to research department. Also 2nd-in-command in account management and strategy control, for the company’s portfolio (4.5M USD AUM, 36% CAGR). ● Creation and ownership of the vast majority of the trading infrastructure in production. Including: - (1) Datastreams (multi-venue / exchange connectors, feed handlers, databases, etc), (2) Execution modules (order routing, OMS, RMS), (3) Strategy framework (event-driven), (4) Monitoring subsystems, and (5) User interfaces. - Wire-to-wire latency (P95) in the order of 0.2-milliseconds. - Execution systems audited and approved by BDO’s APT global standard, from which depended +150 accounts. ● Deployed more than 30 MFT strategies into production. - Including: detrended mean reversions (e.g.: CMMA pairs, oscillator coupling), DSP (e.g.: ZLEMAs, Kalman, Ehlers filters), price-action pattern recognition (e.g: breakout, accumulation), order flow imbalances (from prop firm feeds). - Some models used alternative data sources (web-scraping, web sourcecode inspection, message parsing) - Created & coordinated an agile know-how process to achieve consistency across 3 stages of strategy conciliation: (1) vectorized, (2) event-driven backtesting and (3) real-time ● Later redesigned the aforementioned trading engine into a low-latency trading ecosystem for HFT. - Distributed architecture, but with common framework codebase on PyBind (Back-end in C++, strategies in Python) - Contributed to data pipeline based on OnixS FIX bus (LMAX, OneZero) and WebSockets (forex/crypto exchanges). - Built on top, an event-driven backtesting module from scratch, which supported L2 order book emulation and order matching. Merge-sort tree algorithm able to execute backtests of 200M symbol-parallel ticks in less than 3 minutes. - Strategy framework promoted identical code reuse across backtest, validation & production, drastically improving deployment speed and out-of-sample reliability.

● Designed and deployed several HFT-monitoring systems into production, including but not limited to: - Live profiling of wire-to-wire latency and slippage (exchange tick emission → … → order acknowledge message) - Analysis of crypto-based strategy portfolios in terms of PNL, fees & rebates, delta/exposure and volatility (beta). - In-depth reporting and alerting services on diverse team platforms (WhatsApp/Twilio, Telegram, Slack, Click-Up). - Calculation of greeks and implied volatility for options in Deribit exchange. ● Completely redeveloped all private datafeeds (balance, positions, margin, PNL, order responses), previously based on cron-like API requests. Replaced them for WebSocket connectors on 7 crypto exchanges - see ``integrations`` below. ● Built unified authentication and credential storage with secure encryption (Vault), improving isolation and security of multi-venue account operations. ● Conducted large-scale data analysis on trading and execution datasets, including latency/slippage correlation, execution inefficiencies, order rejection impact, and anomaly detection in price feeds.

● Prototyping, consultancy and research for different robotics' projects. mostly for universities and startup initiatives. Mostly related to: datalogging, simulation, autotronics, domestic security, and mobile robotics. ● Mockup of a 14-kW Antminer-S9 Bitcoin mining installation in Rocha, Uruguay. With solar panel assemblies and liquid cooling pipes by natural convection. ● Worked in the creation and testing of solar-tracker robot with aiming algorithm based on LQG control programmed in HC08 controllers. Energy efficiency increase of ~6% in photovoltaic automation applications. ● Some instrumentation used: Raspberry, Arduino/ESP, PLC, PCB design, CNC/G-code, Serial comm (I2C, CAM, RS232), CATIA V5, Industrial electronics

● Contributed to proprietary software for oil flow simulation through rock fractures. FVM solver and 3D plotting; in C++.

● Created a Python framework for coding event-driven (tick) trading strategies, including a ZMQ-based set of multi-account connectors linking Python with MetaTrader. Later extended to IBKR TWS and IQ Option. ● Created an external controller of MetaTrader 4's ``Strategy Tester``, via bash subprocesses and multi-processing pools. Backtesting of 3rd party alt-signal sources (Telegram, Discord) with real tick data from various CFD brokers. ● Conducted quant analysis and execution for options trading, consisting of put-shorting & rollover strategies. 140+ trades, 32% net return, Sharpe 1.6 over a 5-month period. ● Implemented price structure analysis tools (support/resistance, trend detection) using clustering algorithms (Gaussian Kernel Estimators, DBSCAN).