luigigarone
Senior Financial Data Scientist
Senior Financial Data Scientist & Quantitative Researcher with 8+ years of experience building and validating quantitative trading strategies, ML models and production data systems.
What I've done
- Founder & Lead Quantitative Researcher at Cryptoverso (2020 – present): I lead CyclicalResearch, a multi-year programme that tested the three main schools of cycle analysis (Hurst, the Italian school, Ehlers) on 37 instruments across 6 asset classes, with up to 99 years of history. 72 hypotheses were judged against criteria fixed before seeing the data, and every result was published, negatives included. SIAT Award 2026, first place; paper on SSRN.
- Rigorous validation: surrogate nulls (phase randomisation, AAFT), multiple-testing control (Benjamini-Hochberg, Holm), Probabilistic and Deflated Sharpe Ratio, and walk-forward testing with no lookahead. Every result is reproducible from commit, seed and data fingerprint.
- Trading infrastructure: an event-driven tick-level backtester with order-book matching, costs and slippage (26 Python microservices, Rust hot path, 12,000+ automated tests); crypto options pricing on live Deribit/Bybit chains (Heston, Merton, SVI, variance risk premium); GARCH and score-driven volatility forecasting.
- Financial Data Scientist at Avanguardia Investments (2022–2024): designed and ran alpha-oriented strategies end to end; built ML portfolio-allocation models and a RAG system on financial statements and SEC filings that cut research time by 65%.
- Founder & Head of Data / AI at Logika.studio: LLM systems in production (RAG, LangGraph multi-agent, MCP), a prediction-market arbitrage engine, and ML-driven SaaS products.
Stack: Python (expert), Rust, SQL, Polars, NumPy, SciPy, statsmodels, PyTorch, LightGBM, PostgreSQL/TimescaleDB, Docker, FastAPI.
What I'm looking for
A Senior Quant Researcher / Financial Data Scientist role at a fund, trading firm or fintech, where statistical rigour matters more than backtest beauty. I'm interested in systematic strategy research, volatility and derivatives modelling, and ML for portfolio and risk. Open to remote positions, full-time or contract.
What I've done
- Founder & Lead Quantitative Researcher at Cryptoverso (2020 – present): I lead CyclicalResearch, a multi-year programme that tested the three main schools of cycle analysis (Hurst, the Italian school, Ehlers) on 37 instruments across 6 asset classes, with up to 99 years of history. 72 hypotheses were judged against criteria fixed before seeing the data, and every result was published, negatives included. SIAT Award 2026, first place; paper on SSRN.
- Rigorous validation: surrogate nulls (phase randomisation, AAFT), multiple-testing control (Benjamini-Hochberg, Holm), Probabilistic and Deflated Sharpe Ratio, and walk-forward testing with no lookahead. Every result is reproducible from commit, seed and data fingerprint.
- Trading infrastructure: an event-driven tick-level backtester with order-book matching, costs and slippage (26 Python microservices, Rust hot path, 12,000+ automated tests); crypto options pricing on live Deribit/Bybit chains (Heston, Merton, SVI, variance risk premium); GARCH and score-driven volatility forecasting.
- Financial Data Scientist at Avanguardia Investments (2022–2024): designed and ran alpha-oriented strategies end to end; built ML portfolio-allocation models and a RAG system on financial statements and SEC filings that cut research time by 65%.
- Founder & Head of Data / AI at Logika.studio: LLM systems in production (RAG, LangGraph multi-agent, MCP), a prediction-market arbitrage engine, and ML-driven SaaS products.
Stack: Python (expert), Rust, SQL, Polars, NumPy, SciPy, statsmodels, PyTorch, LightGBM, PostgreSQL/TimescaleDB, Docker, FastAPI.
What I'm looking for
A Senior Quant Researcher / Financial Data Scientist role at a fund, trading firm or fintech, where statistical rigour matters more than backtest beauty. I'm interested in systematic strategy research, volatility and derivatives modelling, and ML for portfolio and risk. Open to remote positions, full-time or contract.
Experience: 8 years
Yearly salary: $120,000
Hourly rate: $0
Nationality: 🇮🇹 Italy
Residency: 🇮🇹 Italy
Experience
Financial Data Scientist
Avanguardia Investments EU 2020 - 2024
Designed, developed and managed alpha-oriented trading strategies, from research and backtesting to production and risk monitoring. Built ML models for portfolio allocation and downside-volatility estimation, plus a RAG system on financial statements and SEC filings that cut research time by 65%.
Skills
api
backend
bootstrap
front-end
full-stack
python
pytorch
rust
sql
tensorflow
typescript
data-science
english