FRANCISCO MATILLA SERRANO

Quant Trading Systems Consultant

Trading systems engineered for the real world.

I audit, design, and build systematic trading infrastructure, from research and backtesting to execution, risk controls, monitoring, and production handover.

Algorithmic trading · Quant research · Execution systems · Risk architecture

New York & International · Remote consulting.

  1. Data
  2. Research
  3. Validation
  4. Execution
  5. Risk
  6. Monitoring

Why systems fail

A profitable backtest is not a production system.

Most failures do not come from a single indicator or entry rule. They emerge from weak assumptions, fragmented architecture, unrealistic execution, uncontrolled optimisation, missing safeguards, and poor operational visibility.

Research assumptions

Transaction costs, slippage, data quality, and regime dependence can quietly turn a strong backtest into a fragile result.

Architecture

Strategy logic, execution, risk, evaluation rules, and reporting should not collapse into one unmaintainable script.

Live operations

Disconnections, duplicate orders, stale data, position mismatches, and missing alerts are engineering problems, not market opinions.

Validation

Parameter searches need robustness checks, out-of-sample testing, and clear rejection criteria, not a single attractive equity curve.

Engagement model

Start with clarity before committing to development.

Most engagements begin with an audit. When the system needs deeper redesign, the next step is a technical roadmap. Execution begins only after scope, architecture, ownership, and validation criteria are clear.

System Audit

Find structural weaknesses, hidden assumptions, and operational risks.

Start with an audit

Technical Roadmap

Translate findings into a sequenced architecture and implementation plan.

Plan the architecture

Execution

Build, refactor, validate, document, and prepare the system for handover.

Discuss execution

Selected work

Systems built across trading, research, execution, and financial modelling.

September 2025–May 2026

Modular NinjaTrader 8 Trading Framework

A modular C# framework separating strategy logic, execution, risk, prop-firm rules, connectivity, and reporting.

  • C#
  • NinjaScript
  • NinjaTrader 8
View in selected work

September 2025–May 2026

Systematic Futures Strategies and Live Deployment

Research, backtesting, optimisation, and deployment workflows for automated futures strategies operating on dedicated infrastructure.

  • Python
  • NinjaTrader 8
  • C#
View in selected work

March–September 2025

U.S. Credit Rating Engine for Special Purpose Entities

A full-stack platform for assigning, reviewing, and documenting internal credit ratings for Special Purpose Entities.

  • Python
  • R
  • R Shiny
  • Snowflake
  • Posit Cloud
View in selected work

January–May 2026

Modular AI Trading Research System

A Python architecture covering the full quantitative research lifecycle from data ingestion to simulated execution and trade journaling.

  • Python
  • Scikit-learn
View in selected work

Where I contribute

  • Strategy architecture
  • Backtesting and robustness
  • Risk and position sizing
  • Execution and order management
  • Prop-firm rule engines
  • Data and feature pipelines
  • Machine-learning research workflows
  • Monitoring and logging
  • Refactoring and software rescue
  • Model validation and data quality
  • Technical documentation
  • Research-to-production handover

Trading, quantitative finance, and software engineering in one workflow.

My background combines a dual degree in Computer Engineering and Business Administration with quantitative risk and financial-systems work in Frankfurt and New York. Today, I focus on systematic trading research, execution infrastructure, and the engineering required to move from a promising model to a maintainable live system.

  • Dual degree: Computer Engineering + Business Administration
  • Quantitative risk and systems experience in Frankfurt and New York
  • Python, C#, NinjaTrader 8, R, Snowflake, and R Shiny
  • SIE, Series 63, and Series 65 examinations passed
  • Independent systematic trading research and live-deployment work

Selected recognition includes 1st place in a University of Granada trading competition and a Top 6% finish in the February 2026 CME Group Monthly Trading Challenge.

The CME result was achieved in a five-day competition using equal virtual starting accounts and does not indicate future performance.

Examinations passed; not a statement of current U.S. registration or licensure.

About Francisco

Media contributions

Quoted by Money.it on SpaceX valuation, the FTSE MIB, and Italian defence equities. View contributions

How I work

Transparent architecture. Explicit assumptions. Reproducible decisions.

  1. 01Diagnose before rebuilding
  2. 02Separate research from production
  3. 03Make risk rules explicit
  4. 04Test failure modes, not only expected paths
  5. 05Document for the next developer
  6. 06Keep client ownership clear

Have a strategy, platform, or codebase that needs a serious technical review?

Describe what exists today, what is failing, and what outcome you need. I will review the context and suggest the most appropriate starting point.