I'm Jose Acosta, Quantitative Developer
Developing Robust Algorithmic Trading Systems | From Research to Execution
Turning trading logic into systematic, validated, and executable systems
Open to Full-Time Quant Roles & Select Consulting Engagements
📍 Based in Caracas, Venezuela | Available for remote work worldwide
"A strategy is not considered robust simply because it produces an attractive backtest. The goal is straightforward: build trading systems that can be researched rigorously, tested honestly, and engineered to operate in the real world."
Quantitative Developer with Real-World Context
I'm a Quantitative Developer with 8 years of active market experience, focused on turning trading logic into systematic, validated, and executable systems — from research to live execution. I work at the intersection of trading and software engineering: translating market ideas into explicit rules, developing research and backtesting workflows, and engineering the execution layer that operates them live.
Data Engineering is a supporting capability I use to build reliable market-data pipelines, research infrastructure, and production execution systems. The goal is always quantitative: improve the quality of research and the reliability of trading decisions in live markets.
My approach is deliberately practical: a strategy is not considered robust simply because it produces an attractive backtest. I focus on how performance behaves when the assumptions change — out-of-sample testing, walk-forward validation, sensitivity analysis, realistic transaction costs, slippage, and execution constraints.
Philosophy: The goal is straightforward — build trading systems that can be researched rigorously, tested honestly, and engineered to operate in the real world.
How I Build
- Validation-first: Out-of-sample testing, walk-forward analysis, and sensitivity testing before anything goes live
- Realistic assumptions: Transaction costs, slippage, and execution constraints modeled from day one
- Risk by design: Position sizing, drawdown controls, and execution safeguards built into the system
- Engineering discipline: High-availability, observability, and failure conditions — not bolted on, designed in
Recent Work:
- End-to-end algorithm productization: API data ingestion → signal generation → automated execution with dynamic risk management
- Resilient market data pipelines: Low-latency ingestion from multiple broker APIs (e.g., Binance, Tradovate) with strict data integrity and real-time alerting
- Custom bot solutions: Automated client strategies in Python, C# (NinjaScript), and Pine Script — containerized for high availability
- Systematic trading education: Training programs translating quantitative concepts (e.g., SARIMA) and technical analysis into actionable algorithmic strategies
Core Tech:
Data & Processing:
Platforms & Tools:
Strategy & Scripting:
Infra & Delivery:
Specialties: Systematic Strategy Development | Backtesting & Validation | Automated Execution | Risk Management
Earlier Career
Earlier Career Context
Before the markets, I managed civil-engineering projects—valuations, resource flows, construction metrics. Different domain, same lesson: decisions are only as good as the systems and data that support them.
That foundation taught me to deliver under constraints, plan for failure modes, and communicate complex technical concepts to non-technical audiences. It's why I approach quant development with structure, accountability, and an understanding that robustness isn't just about uptime—it's about protecting capital with confidence.
What I'm Looking For
Currently: I'm seeking full-time Quantitative Developer roles with proprietary trading firms, systematic trading teams, algorithmic trading groups, and trading technology companies. I also take on select consulting projects where practical market knowledge and software engineering can create value.
Full-Time Quantitative Developer Roles
Positions where practical market knowledge and software engineering meet — teams that treat robustness as a requirement, not a feature request.
Environments that interest me: Prop trading firms, systematic trading teams, algorithmic trading groups, trading technology companies
- • High-stakes systems where downtime has immediate capital impact
- • Real-time requirements (streaming, event-driven architectures)
- • Markets: futures, FX, crypto, and equities
- • Culture that treats trading infrastructure as a product, not a cost center
- • Validation-first mindset — out-of-sample, walk-forward, sensitivity testing
- • Business impact focus — I translate between trading and engineering language
- • Production-grade systems built for observability and long-term maintenance
- • Proven ability to deliver under pressure with cross-functional teams
Consulting & Project Work
I also partner with traders and teams that need systematic trading infrastructure but aren't ready for a full-time hire. For consulting services and project-based work,view my services page →
Happy to share repos, architectural diagrams, or walk through design decisions and trade-offs. I believe in building systems and cultures defined by clarity, rigor, and accountability.
Production Metrics in Detail
Supporting Credentials for Quantitative Development
Continuous learning in quantitative methods, programming, and the data engineering foundations that support trading systems
IBM Data Engineering Professional Certificate
IBM
Issued May 2025
Duration: 11 months
Comprehensive professional certificate covering data engineering fundamentals, ETL processes, and cloud-based data solutions.
Skills Acquired:
Inferential Statistical Analysis with Python
University of Michigan
Issued Nov 2024
ID: R7LPZ5VW13NJ
Statistical analysis techniques using Python for data-driven decision making.
Skills Acquired:
Understanding and Visualizing Data with Python
University of Michigan
Issued Nov 2024
ID: OHX0446VDLS8
Comprehensive course on data analysis and visualization techniques using Python libraries.
Skills Acquired:
Data Science Orientation
Coursera
Issued May 2025
Introduction to data science career paths and industry overview.
Skills Acquired:
Python Profesional
Código Facilito
Issued Jun 2023
Curso profesional de Python para el uso en la ciencia de datos
Skills Acquired:
What is Data Science?
IBM
ID: 8O4B21RURLGO
Introduction to data science methodologies and applications across industries.
Skills Acquired:
Consultor Internacional Certificado
Espabílate Consulting Group
Certification in international consulting practices and methodologies.
Skills Acquired:
Inglés Avanzado
Kaplan UK
English proficiency certification for professional environments.
Skills Acquired:
Continuous Learning Journey
Always expanding knowledge and staying current with industry trends and technologies
Let's CollaborateReady to WorkTogether?
Let's discuss your quantitative research, trading systems, or execution challenges and build production-grade solutions with reliable market data and disciplined engineering.
Start a Conversation
Discuss your strategy or trading infrastructure challenges and explore how a validation-first approach can help solve them.
Get In TouchExplore Services
See detailed information about my quantitative development services and how they apply to your operation.
View ServicesWhat makes me different: