Jesus M.

My work focuses on structural edge in order flow, liquidity dynamics, and price formation. I approach trading as a research and engineering discipline: hypothesis testing, robustness validation, execution modeling, and production deployment under realistic market constraints. I previously owned and operated a hedge fund and have worked with funds in Singapore, the U.S., and Switzerland, leading quantitative research and building high-frequency, event-driven infrastructure. Core areas: - Statistical arbitrage and intraday strategies - Order book and microstructure modeling - Execution cost and queue dynamics - Regime detection and non-stationarity - Portfolio construction and risk allocation - Latency-sensitive systems Technical Focus: - Tick-level data engineering and custom data pipelines - Multithreaded, low-latency execution architecture - Event-driven systems design - Deep learning applied to market data - Cloud-based trading infrastructure (AWS / GCP) I’ve passed all three levels of the CMT program and hold AWS certification. My background combines statistical research, infrastructure design, and live capital deployment. I work selectively with clients who require rigorous quantitative research and production-grade trading systems.