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.