Trading Systems Developer

Systematic and algorithmic trading · Quant research · AI-assisted engineering

Backtesting · Monte Carlo · Risk systems · Execution diagnostics

Five years of independent quantitative research and applied market study, since February 2021. I build trading research systems that connect market hypotheses, reproducible experiments, risk controls, live MT5 execution and post-trade diagnosis. Alexandria is the fourth system in that progression, and the one I designed, built and operate alone.

Alexandria · the full chain
01

Market data

MT5 tick and candle export, live and historical ingestion, gap and conflict checks, feed-freshness monitoring.

10 × 10instruments × timeframes
02

Research

Deterministic market-structure rules, reproducible experiments, and systematic parameter exploration.

3 yearsof history under test
03

Simulation

Execution-aware backtesting with explicit fill, no-fill and rejection states, intrabar ordering, broker costs.

792,230,976simulated results, one run
04

Risk

Monte Carlo stress analysis, position sizing, combined exposure, daily and total drawdown limits.

3,000simulation runs
05

Execution

Broker preflight, MT5 order submission, persisted lifecycle state, restart recovery, end-of-day controls, and post-trade P&L reconciliation against broker truth to the cent.

663executed order records
06

Operations

REST APIs, health and readiness telemetry, automated daily, weekly and monthly reporting, signal to order to fill diagnostics, and silent-failure detection: the business ledger is cross-checked against an independent process heartbeat, so a channel that is alive but not writing is never reported as a normal day.

110service endpoints
07

Quality

Regression, integration, golden-case and failure-path tests, git-hook automation on every commit, automated deployment through GitHub Actions.

466automated test files

Alexandria is proprietary. This page describes the scope of the engineering, not the strategy logic.

Most people who can trade cannot build this. Most people who can build it have never traded.

Since February 2021 I have studied markets and built the tools to test what I found, through four successive systems: roughly 25,000 hours of study, research and engineering. It is the same deliberate method that built a ten-year international music career before it. Alexandria is the fourth: I designed it, built it and operate it alone, and it runs the whole chain above every day. I would rather take longer and build something that keeps running without me.

One search ran 792 million simulated results across ten markets and three years of history, in a single pass, ranked walk-forward and out of sample. Then the survivors go through Monte Carlo stress before anything reaches a live account.

Independent and self-funded, end to end. Every figure on this page can be traced back to the file it came from.

Based in
Berlin, Germany
Status
Open to roles across Europe
Looking for
Quantitative research · Trading platforms · Market data · Backend fintech
Stack
JavaScript · TypeScript · Python · Node.js · Express · React · MQL5 / MT5 · Streamlit
Languages
Spanish native · English professional · German A2.2, working toward B1

Core expertise

Strategy design
Market-structure and liquidity taxonomy, session-cycle timing, higher-timeframe directional bias, order-flow reading, entry-model design.
Research design
Deterministic strategy rules, experiment identity, parameter exploration, reproducible comparisons.
Simulation and risk
Execution-aware backtesting, Monte Carlo stress analysis, sizing, exposure and drawdown controls.
Evaluation
Expected-versus-actual analysis, signal-to-fill diagnostics, golden cases, regression testing.
Engineering
Market-data pipelines, MT5 execution workflows, REST services, backend and frontend research tooling.

Background

Independent practice Strategy study Employment & training Systems built
NOW202120222023202420252026
Independent quantitative research
Strategy study
Technical indicators
Price action structure & ranges
Liquidity & key levels
Systematic & algorithmic execution
SPICED Academy · bootcamp
Rabot Crypto · quant research
Indicator scripting · Pine Script / MQL5
The four systems
First · multi-timeframe research
Second · Python / Streamlit
Third · React / TypeScript
Fourth · Alexandria, in production
Feb 2021 to now

Independent quantitative research and trading-systems development

Berlin. Intensive self-directed market study and applied research, through four successive trading systems. Self-funded throughout.

2021 to now

Trading-strategy training

Seven successive private mentorship programmes in discretionary market-structure trading: liquidity, order flow, session timing and entry-model design. 564 archived sessions, and 15,000+ of those hours in chart study. Those rules were then formalised into deterministic, testable logic, and the ones that did not survive out-of-sample measurement were dropped.

Sep 2022 to Aug 2024

Quant research and algorithm optimisation · Rabot Crypto

Data-driven research for crypto markets. Python dashboards with pandas, NumPy, Dash and Plotly for market behaviour, order-flow context, open interest and key levels. Translated research ideas into testable workflows with developers and traders.

Feb to May 2022

Data Science and Machine Learning bootcamp · SPICED Academy

Berlin. 480+ curriculum hours: Python, pandas, NumPy, scikit-learn, SQL and NoSQL fundamentals, dashboards, deployment concepts.

2012 to 2020

Music producer, educator and founder

Berlin and international. Built a creative practice and an online education business: production, teaching, mentoring and independent ownership. It is where the discipline of structure, timing and iteration comes from.

The three systems before Alexandria: a configurable multi-timeframe BTC research system in June 2025, a Python and Streamlit application for market-structure and liquidity detection in September, and a React and TypeScript platform with engine comparison and golden-case validation in November.

Looking for someone who has already built the whole thing?

Every figure above is traceable: the run manifest, the git history, the test directory. Ask me for any of them.

Bruno Saldivar
Bruno SaldivarBerlin, Germany
bru.daytrader@gmail.com LinkedIn Book a 30-min intro