I am a quantitative developer focused on the design, research, and engineering of algorithmic trading systems, operating at the intersection of quantitative modeling, software engineering, and artificial intelligence applied to financial markets.
My experience is centered on building end-to-end quantitative pipelines, covering signal research, feature engineering, statistical validation, robust backtesting, and the implementation of reliable and scalable automated systems. I primarily work with Python, applying machine learning and modern AI techniques only when there is clear statistical justification and measurable operational value.
I am the founder of Titans Invest, where I lead the development of quantitative infrastructure and analytical tools designed for professional environments. The focus is not on isolated strategies, but on system architecture, methodological clarity, reproducibility, and risk control—core principles for both quantitative funds and B2B financial infrastructure products.
Before shifting my focus almost entirely to the Python ecosystem, I accumulated over 14,000 hours of development in Pine Script, working on complex indicators, strategies, and automation projects. This background provided a deep understanding of signal logic, market behavior, and the practical limitations of backtesting—insight that now supports more robust technical decisions in institutional quantitative environments.
I am currently focused on:
• Quantitative systems in Python.
• Algorithmic infrastructure and research frameworks.
• AI applications for research, modeling, and automation.
• Design of scalable quantitative tools (B2B).
My work is guided by technical rigor, structural simplicity, and statistical validation, deliberately avoiding unjustified complexity and fragile solutions.