Jason M.

Quantitative Trader & Senior Quant Developer I help hedge funds, prop trading firms, and serious traders turn research into production-ready trading systems. With 20+ years of hands-on market experience across discretionary trading, proprietary trading environments, and quantitative development, I focus on delivering robust, realistic, and deployable solutions — not academic prototypes or overfit backtests. If you need a quant developer who understands both markets and production constraints, you’re in the right place. Quantitative Coder with strong production-level programming skills in Python, C++, Rust and C#, specializing in systematic trading and market microstructure-aware strategies. Deep hands-on expertise with trading platforms and APIs, including Sierra Chart (ACSIL), NinjaTrader (NinjaScript), Interactive Brokers TWS, QuantConnect, and Quantower. Comfortable working across research, backtesting, execution, and live operations. Extensive experience designing and deploying cloud-based trading infrastructure, including data pipelines, model execution, testing platforms and monitoring across AWS, GCP, and Azure. Proven background in financial modeling and strategy development, covering both classical linear models and modern machine learning methods, with direct experience taking ML models from research into live trading environments.