Passionate about software engineering, data science, distributed architectures and machine learning.
Currently working with machine learning algorithms for automated trading in Forex and stock exchanges and parallel, distributed, scalable systems with ZeroMQ:
- Design and development of a general-purpose multi-agent system module in Python.
- Design and development of a real-time trading platform based on the multi-agent system module.
- Design and development of a tool for real-time market data visualization.
- Statistical analysis and portfolio optimization.
- Analysis and implementation of machine-learning algorithms applied to automated trading.
Technologies: Python, ZeroMQ, Pyro, Qt, C, Theano, Numpy, Scipy, Pandas, Numba.