Nathan V.

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 • 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 • Extensive experience with ₿ crypto market data and the Defi and NFT ecosystems 📊 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)