Work
Real systems.
Sanitised for NDA.
Selected algorithmic-trading builds, sanitised for NDA.
- bidsize
- 42,1750.51
- 42,1701.16
- 42,1650.45
- 42,1600.51
- 42,1550.98
- 42,1500.97
- 42,1450.48
- asksize
- 42,1851.34
- 42,1900.68
- 42,1950.67
- 42,2000.77
- 42,2050.56
- 42,2101.09
- 42,2150.71
01 / Crypto · LATAM prop desk
Cross-exchange market-making bot
“Reduced manual intervention per shift from ~4 hours to ~25 minutes.”
NautilusTrader-based market maker across three exchanges with inventory-skew logic and real-time hedging. Reduced manual intervention per shift from ~4h to ~25min. Live across 18 trading pairs. NDA — 2025.
- NautilusTrader
- Python
- Rust
- Redis
- Grafana
02 / Equities · Argentine broker
FIX 4.4 connectivity layer
“Reconnection logic, order-state machine, trade-reporting hooks.”
FIX 4.4 gateway and OMS integration for a regulated broker, with reconnection logic, order-state machine and trade-reporting hooks. NDA — 2024.
- FIX 4.4
- Python
- Postgres
- Sentry
- Datadog
- VOLATILITY_5D0.92
- REGIME_HMM0.78
- BTC_CORR0.64
- VOL_PROFILE0.55
- RSI_140.41
- MACRO_RATE0.28
Walk-forward AUC 0.71 · feature-drift dashboard live
03 / Quant research · US prop firm
XGBoost regime-classification signal
“Walk-forward validated XGBoost feeding position-sizing on a discretionary futures book.”
Walk-forward validated XGBoost classifier feeding position-sizing on a discretionary futures book. Drawdown bands and feature-drift dashboard delivered alongside. NDA — 2025.
- XGBoost
- pandas
- scikit-learn
- Optuna
- Grafana
More case studies ship every quarter.
More case studies coming as engagements close — Federico publishes new ones quarterly. Subscribe to /writing to see them first.