Godman T.

I’m a Quantitative Researcher/Developer and Certified Financial Planner with 15 years of experience in investment analysis, portfolio strategy, financial modeling, and capital markets. My work spans public equities, fixed income, real estate, private investments, and digital assets, supported by hands-on development of quantitative research and trading applications. My expertise covers both financial analysis and engineering: - Research: strategy design, market and price analysis, portfolio risk, valuation, scenario testing, and out-of-sample evaluation - Development: backtesting engines, market-data pipelines, stock screening, paper trading, broker integrations, execution controls, and automated research workflows - Stack: Python, Pandas, NumPy, SQL, Streamlit, FastAPI, Pydantic, pytest, Docker, Plotly, Alpaca APIs, and local or cloud LLMs I built AgentLoop Trader, a quantitative research and automated trading platform that evaluates deterministic strategies across historical periods and securities. It measures drawdown, profit factor, exposure, execution-cost sensitivity, and out-of-sample performance while applying portfolio-aware position sizing and risk controls before orders can reach the broker layer. I combine practical investment judgment with disciplined software development. Whether you need a research framework, backtesting system, financial analytics tool, trading workflow, or broker-connected prototype, I can help turn quantitative ideas into testable and well-controlled applications.