Hi, I'm Pedro. I work with quantitative research and software engineering, mostly on problems that sit somewhere between mathematics, data, and systems.
A lot of my work has been around electronic markets, market microstructure, systematic trading, and performance-sensitive software, but my interests are broader than finance. I'm particularly interested in artificial intelligence, machine learning, statistical modeling, and reinforcement learning, as well as the engineering required to turn research ideas into reliable software.
My background is in applied mathematics and engineering, and I'm currently pursuing an M.S. in Computer Science at the University of Colorado Boulder.
- quantitative research and statistical modeling
- artificial intelligence and machine learning
- reinforcement learning
- market microstructure and systematic trading
- high-frequency and low-latency systems
- backend and distributed systems
- performance-oriented software
Python · C++ · Rust · TypeScript · SQL
Linux · PostgreSQL · Docker · FastAPI · Node.js

