Daniel P.

I help asset managers, macro research firms, and trading desks build the data infrastructure and systematic processes that drive better investment decisions.

Strategic Services:

• Market data pipeline - ingestion, normalization, and storage for tick, bar, and fundamental data
• Backtesting framework - evaluating data integrity, execution assumptions, and lookahead bias
• Trading system design - connecting research signals to execution across futures and other asset classes
• Technology stack evaluation - helping firms avoid overengineered solutions and vendor lock-in

I analyze your specific workflow, recommend the right approach, and guide you away from unnecessarily complex infrastructure. I've helped clients avoid costly architectural mistakes while building systems that actually scale with their AUM and strategy count.

Technical Depth:
Python, Dagster, cloud platforms (AWS/GCP), databases (PostgreSQL, DuckDB), and deep integrations with financial data providers - Databento, Polygon, Financial Modelling Prep, Interactive Brokers (TWS API) - plus 20+ other APIs including OpenAI, Claude, Deepseek, Qwen.

What I Don't Do:
I'm not selling you an alpha signal or a black-box algo. I assess, design, and build the infrastructure and tooling around your strategies - so your team can research, backtest, and deploy with confidence.

I combine engineering depth with markets experience - understanding both what's technically possible and what actually matters for your P&L.