Hire the Best Quandora Question and Answer Specialists

I’m a quantitative researcher & trader 📈 with nearly 10 years prior experience at a major Chicago market making and high frequency trading firm. I can help your team analyze and extract insight from large datasets, design and evaluate systematic strategies, build and validate backtests, and troubleshoot complex execution, latency, & performance issues. If you need help with ✅ backtesting ✅ strategy evaluation ✅ execution analysis ✅ reconciling backtest vs. live performance ✅ debugging/troubleshooting trading strategies ✅ latency investigation and performance benchmarking ✅ data visualization ✅ Conveying complex analytical concepts into long form content or reports ✅ Ghostwriting advanced finance and trading content that performs on social ✅ Growing your X or LinkedIn account with organic content in the finance & trading niche ✅ Or simply extracting meaningful and insightful conclusions from very large datasets, I can bring institutional grade expertise to your project. 🌟 Additional highlights • Extensive experience with ₿ crypto market data and the Defi and NFT ecosystems • Series 7 license during prior tenure • LIVE trading floor experience and responsibility for design, refinement, support and monitoring of a ✅ 50+ server global trading strategy infrastructure executing ✅ 100M+ shares per month. • On our peak days, we approached 20% of the SPY market volume in addition to the rest of the portfolio. • Market microstructure and orderbook expert working directly w/exchange market data. • Regularly reported strategy performance, infrastructure behavior, and operational findings to fellow traders and management, including a one time direct report of critical findings to CME Group. • Strong general knowledge of multiple assets classes and global financial markets and news cycles 📊 Strategy Research & Backtesting • Conducted terabyte scale tick data research including microsecond level replay, queue position and slippage modeling, fill probability and order book interaction studies, & latency sensitivity analysis • Maintained and refined predictive models across multiple live product classes, exchanges, and market regimes that traded over 100 million shares per month. • Monitored live performance for microsecond sensitive strategies, diagnosing discrepancies between simulated vs. live behavior providing insight into signal degradation, slippage, order placement logic, parameter sensitivity, and venue specific execution problems. • Deep experience in predictive modeling including time series forecasting, robustness testing, and systematic strategy evaluation. • Collaborated with fellow traders, researchers, and developers to refine models based on execution behavior across markets. 👷 Infrastructure & Systems Experience • Supported a LIVE complex low latency global trading infrastructure across Chicago, New York, Paris, Frankfurt, and London, daily for nearly 10 years. • Deep knowledge of internal networking infrastructure at major exchange colocation facilities worldwide, and its effect on latency sensitive strategies. • Understanding of idiosyncratic matching engine and order book mechanics at major worldwide equity and futures exchanges • Hands on experience with ITCH, OUCH, FIX, CME MDP 3.0 exchange data protocols • Direct exchange connectivity and feed handler experience • Packet and message level execution & backtesting experience • Low latency server coordination and monitoring • Contributed to the rollout of a new generation of low latency trading software, including execution research performance validation, .deployment & production monitoring • Operated in CI/CD environments with Git, Atlassian tools and an Agile iterative model deployment workflow coordinated with a large in house development team. 🌎 Cross-Asset & Cross-Region Markets Experience across major US equity and ETF markets and European index futures including • ES, YM, NQ, TF US Futures • FESX, FDAX, CAC (Euronext Paris), FTSE (LIFFE/ICE Europe) European Futures • Major US ETFs • Major US large cap Equities • Exchange venues: CME, NASDAQ, NYSE, ARCA, BZX/BYX, EDGA/EDGX, IEX, Eurex, LIFFE, ICE, Euronext Paris, and dark pools. • Options competency but not in direct trading capacity 📈 Strategy development types • futures vs. equities arbitrage • event driven stat arbs • short term predictive models • fill and hedge/spread driven strategies • basis strategies • volatility arbitrage • both market making and 'taker' strategies • cross venue and cross region latency sensitive strategies ⚒️ Technical Skills & Credentials • R (expert), SQL (advanced), VBA, Bash scripting • C++ environment familiarity (not a developer role) • Tradingview, Pinescript • Strong familiarity working in Linux environments • Git, CI/CD workflows, Atlassian tools (JIRA etc) • AWS • Backtesting in Hadoop framework • Hands on experience with ITCH, OUCH, FIX, CME MDP 3.0 exchange data protocols • FINRA Series 7 licensed (held during tenure)

🚀 Quant-Focused • Machine Learning Expert • Python & R Specialist • Time Series & Trading Models I’m Younes — a Kaggle Grandmaster, quantitative researcher, and data scientist with 7+ years of experience building predictive models for financial markets, algorithmic trading insights, and high-performance data pipelines. I combine deep statistical knowledge, ML engineering, and market intuition to deliver models that generalize and produce real trading value. 📌 Quant Focus Areas 📈 Financial Forecasting & Alpha Research Short-term & long-term price forecasting Futures & crypto modeling (1-min to daily) Alpha factor research (correlations, volume, volatility, microstructure) Feature pipelines for trading (lags, market microstructure, regime detection) 📐 Machine Learning for Finance Tree models (XGBoost, LightGBM, CatBoost) AutoML (AutoSklearn, AutoGluon, FLAML) Deep learning: LSTM, Transformers (TFT), hybrid encoder-decoder Contrastive learning for time series (SimCLR, VICReg) 📊 Quant Statistics & Econometrics Bayesian inference, regression, probabilistic models Risk modeling, Sharpe optimization, factor modeling Cross-sectional prediction, rank-based metrics (Spearman, IC, IR) 🕸️ Web Scraping & Data Engineering Market data scraping (crypto, options, ETFs, indices) High-volume scraping with proxy rotation Automated pipelines for alpha data collection 🧠 Tools & Stack Python: pandas, NumPy, scikit-learn, statsmodels, PyTorch, TensorFlow Quant/Finance: TA-Lib, vectorbt, backtesting.py, Optuna, featuretools Scraping: Selenium, Scrapy, BeautifulSoup, Async IO pipelines Other: SQL, R (tidyverse), SPSS 💼 Why Work With Me 🔹 Kaggle Grandmaster — top 0.1% of global data scientists 🔹 Strong quant intuition — models designed to avoid leakage and overfitting 🔹 Clear explanations — complex quant ideas made simple 🔹 Reliable execution — clean, reproducible research & code Whether you need a predictive model, backtest, alpha factor, scraping engine, or full quant research, I deliver with precision.

Specializing in the functional testing and optimization of generative AI systems, my work involves evaluating advanced real-time conversational models like Gemini Live to ensure linguistic accuracy and robust system alignment for the Latin American Spanish and English locale. Alongside this, I have extensive experience serving as a conversational AI tester for an app-based AI bot during its beta phase. In this capacity, I rigorously stress-test the system within the app environment, meticulously report bugs, and provide detailed, actionable feedback to enhance overall model performance and usability prior to deployment. Beyond functional chatbot evaluation, I have hands-on experience in AI safety and targeted data collection. I have contributed to security-focused projects by actively sourcing and categorizing real-world examples of scam and non-scam messages to train AI models. This critical work involves analyzing communication formats across various messaging platforms to ensure that safety protocols and fraud detection algorithms are properly trained to identify malicious content. Complementing my technical evaluation skills is my expertise as a bilingual proofreader and audio evaluator for English and Spanish, with specific experience localizing educational children's content. Adapting material for this audience requires extreme precision, cultural nuance, and an engaging tone. I ensure that texts move beyond literal translations to flow naturally and authentically. Beyond written content, I am responsible for comprehensive audio quality assurance; I evaluate and select the most appropriate AI-generated voices using ElevenLabs, and directly record custom voice-overs within the client's proprietary platform when specific human nuances are required. Furthermore, I proactively identify ambiguities in the source material and make suggestions for improvement, ensuring absolute clarity across both languages and audio formats. Underpinning my technical and linguistic work is a strong organizational foundation, backed by 4 years of experience as an Administrative Assistant. This background has honed my ability to manage complex tasks efficiently, maintain strict attention to detail, and communicate clearly. Whether I am pushing a new chatbot to its conversational limits, building robust training datasets for security protocols, or refining localized text and audio, I am deeply committed to delivering high-quality, solution-oriented results.

PhD Economist| Statistician | Financial Modelling Expert | Data Scientist With 250+ completed projects and 10+ years of experience, I excel in statistical analysis, machine learning, financial modeling, economic research, and applying data science techniques to solve complex business problems. My unique blend of expertise in Finance, Economics, and Data Science allows me to deliver powerful insights that drive decision-making and growth for businesses. ✦ Data Scientist/Statistician With a strong background in statistics and data science, I use advanced techniques to unlock value from data: • Predictive Analytics & Machine Learning Modeling • Survey Data Analysis • Data Mining/Data Extraction • Data Visualization & Reporting • Tools: SQL, Python, R, EViews, STATA, SPSS, MATLAB, NVivo, ✦ Financial Modelling : As a certified Financial Modeling and Valuation Analyst (FMVA) and CFA Level III candidate, I specialize in building sophisticated financial models for you. My expertise: • Financial Modelling, Valuation & Forecasting • Sensitivity Analysis • Budgeting & Corporate Finance • Credit, Market, and Liquidity Risk Analysis • Financial Econometrics/Timeseries ✦ Economist: Holding a PhD in Applied Economics, I’ve authored seven research papers and developed econometric models that inform policy and market strategies. My expertise includes: • Qualitative and Quantitative Research • Macroeconomic Analysis • Economic Forecasting • Time Series/Econometric/Statistical Modelling I work best with clients who need:: ✦ Investor-ready financial models and startup valuations ✦ Academic econometrics for dissertations, theses, or publications ✦ Data science and ML pipelines for research or business intelligence ✦ Economic analysis and policy research for government or industry Message me to discuss your project. I respond within 1 hour and am available for a consultation.

I help businesses stay organized, accurate, and efficient through administrative support, QuickBooks Online, data management, QA testing, and AI-assisted workflows. With 20+ years of experience in administration, accounting support, and business operations, I bring strong attention to detail, organization, and practical business knowledge. I am also a **QuickBooks Online ProAdvisor**. Services • Virtual Assistance & Administrative Support • QuickBooks Online & Accounting Support • Data Entry, Validation & Management • Internet & Fintech Research • QA Testing & Platform Verification • Excel & Spreadsheet Management • AI Data Collection & Voice Projects • Mystery Shopping & Compliance Audits • Workflow Documentation & Process Organization Tools ✔ QuickBooks Online ✔ Microsoft Excel & Google Sheets ✔ Microsoft Office & Google Workspace ✔ Slack, Trello, Canva & Zoom ✔ ChatGPT & AI-assisted workflows Clients can expect accurate work, clear communication, reliable execution, and fast adaptation to new tools and workflows. Native Spanish speaker with professional English communication skills, experienced in working with international clients and remote platforms.

DATA SCIENTIST — everything I build, you can verify the math. I deliver transparent, auditable data models where every number can be checked. Specializing in quantitative research, statistical modeling, Data insights and automation. QUANTITATIVE RESEARCH & PORTFOLIO CONSTRUCTION : I build and backtest equities, with live execution and kill switches on Alpaca where needed. Position sizing, risk allocation, rebalancing logic, all of it grounded in the math, not gut feel. Quick example of how I think: a momentum strategy covering 145 stocks was delivering 41% CAGR. Expanding to 245 stocks dropped it to 36%. Counterintuitive. The root cause: New stocks were selected on hot recent momentum, so by entry their cycle was already done. Built a 5-filter Monte Carlo system, tested 700+ parameter combinations, to identify which satellites are early-cycle vs peaked. Result: 43%+ CAGR with lower drawdown than the 145-only baseline. The problem wasn't the strategy. It was the timing of entry. Another example: I built a live MBS (Mortgage-Backed Securities) forecasting and trading system for a fund client, covering 265+ cohort securities across weekly, monthly, and quarterly return horizons. The interesting part wasn't the ML, it was the feature design. Standard technical indicators on bond prices are noise. What actually drives MBS price movements is duration, convexity, prepayment rates, regime variables like curve steepness, VIX, and Fed MBS holdings. Every feature built from first principles, nothing borrowed from a vendor that can't be verified. This is where I spend most of my time. Systematic backtests, portfolio construction, Monte Carlo optimization. No black boxes, no ML hype every output can be checked in a spreadsheet. Not "add more data." Find the actual structure driving returns, and build features that reflect it. DATA SCIENCE & ANALYTICS I've worked across real estate, e-commerce, and financial analytics, usually called in when a team has data but no clear answer yet. I focus on getting to a decision you can act on, not a 40-slide deck. Results worth mentioning: ML automation cut a client's data processing from 286 days to 1 day, after they'd run the same manual process for two years without realizing it was automatable Ad spend attribution model that improved campaign ROI by 25% WHAT MAKES ME DIFFERENT ▸ I show my work. Every model, every analysis, every number comes with the method behind it, so you're never trusting a black box ▸ I'd rather tell you a strategy doesn't hold up than build you something that looks good and fails in real world. ▸ I scope real problems fast: send me what you're working with and I'll tell you within 24 hours if and how I can help