FRANCISCO MATILLA SERRANO

Services

A structured path from uncertainty to execution.

Complex trading systems should not begin with open-ended development. The engagement model separates diagnosis, architecture, and implementation so that each investment is grounded in evidence.

Stage 1

System Audit

Find structural weaknesses, hidden assumptions, and operational risks.

Stage 2

Technical Roadmap

Translate findings into a sequenced architecture and implementation plan.

Stage 3

Execution

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

Some clients need only the audit. Some continue to the roadmap. Execution is proposed only when scope and technical direction are sufficiently clear.

System Audit

Understand what is actually working, what is fragile, and what should happen next.

Duration

Approximately 5–10 business days, depending on scope.

Investment

USD 2,000–5,000 / EUR 1,800–4,500

The final quote depends on codebase size, system complexity, documentation quality, number of components, environments, and required validation depth.

Suitable for

  • Promising strategy with weak live results
  • Inherited or unfinished codebase
  • Fragile NinjaTrader or Python system
  • Missing documentation
  • Execution and position mismatches
  • Unclear risk controls
  • Excessive optimisation
  • Pre-investment technical due diligence
  • Deciding between refactor and rebuild

Inputs

  • Repository access
  • Architecture notes
  • Strategy description
  • Backtest reports
  • Logs
  • Deployment details
  • Known failures
  • Platform and broker information
  • Data sources
  • Objectives and constraints

Activities

  • Repository and architecture review
  • Dependency and configuration review
  • Data pipeline review
  • Backtesting assumption review
  • Execution flow review
  • Order and position state review
  • Risk control review
  • Logging and observability review
  • Deployment and recovery review
  • Documentation review
  • Confidentiality and ownership review
  • Identification of critical unknowns

Deliverables

  • Executive summary
  • Risk-ranked findings
  • Architecture map
  • List of critical defects and structural weaknesses
  • Assumptions requiring validation
  • Recommended quick wins
  • Refactor-versus-rebuild assessment
  • Recommended next stage
  • Optional review call

Exclusions

  • Full implementation
  • Extensive code rewriting
  • Performance guarantees
  • Strategy signal disclosure beyond what is necessary
  • Legal or regulatory advice
  • Production deployment unless separately scoped
Start with an audit

Technical Roadmap

Turn audit findings and business objectives into an implementable system design.

Duration

Approximately 2–3 weeks, depending on complexity.

Investment

USD 5,000–10,000 / EUR 4,500–9,000

Suitable for

  • New system requiring architecture before development
  • Audit findings that require major redesign
  • Multi-module trading platforms
  • Systems requiring staged migration
  • Teams that need a developer-ready implementation plan
  • Projects that may be continued by another developer

Activities

  • Requirement consolidation
  • Scope boundaries
  • Architecture decisions
  • Module decomposition
  • Data contracts
  • State and order lifecycle design
  • Risk hierarchy
  • Deployment topology
  • Testing strategy
  • Migration sequence
  • Security and secrets approach
  • Observability design
  • Ownership and handover plan
  • Effort and dependency analysis

Deliverables

  • Target architecture
  • Module responsibilities
  • Interface definitions
  • Recommended technology stack
  • Data flow diagrams
  • Order and state flow diagrams
  • Risk-control hierarchy
  • Testing matrix
  • Milestone sequence
  • Acceptance criteria
  • Risk register
  • Implementation backlog
  • Handover plan
  • Decision log

Exclusions

  • Complete build
  • Unlimited revisions
  • Legal or regulatory opinion
  • Production performance promise
  • Strategy return projections
Plan the architecture

Execution

Build or refactor the system under an agreed architecture, milestone sequence, and validation plan.

Investment

Custom proposal

Can include

  • Research framework development
  • Backtesting engine improvements
  • Strategy implementation
  • NinjaTrader 8 / NinjaScript development
  • Python quantitative tooling
  • Broker API integration
  • Execution and order management
  • Risk and position-sizing modules
  • Prop-firm evaluation logic
  • Monitoring, logs, and alerts
  • Data pipelines
  • Validation tooling
  • Documentation
  • Deployment support
  • Developer handover

Principles

  • Client-owned repository
  • Milestone-based delivery
  • Documented decisions
  • Explicit change control
  • Tests and acceptance criteria
  • No hidden lock-in
  • Final code and documentation transferred according to the agreement
Discuss execution

Software Rescue

When a trading platform is unfinished, unstable, or too fragile to extend.

Common signals

  • No one understands the codebase
  • Original developer unavailable
  • Duplicated logic
  • Live failures without usable logs
  • Test environment differs from production
  • Broker state and local state diverge
  • Strategy code contains platform, risk, and UI logic
  • Changes break unrelated modules
  • Deployment requires manual rituals
  • Credentials are embedded in code
  • No reproducible build

Typical sequence

  1. 01Audit the current system
  2. 02Stabilise critical paths
  3. 03Define a recovery roadmap
  4. 04Reuse sound components
  5. 05Replace unsafe components
  6. 06Complete, validate, and document
Assess an existing codebase

Pricing FAQ

Why are the prices shown as ranges?
The effort changes materially with codebase size, platform constraints, documentation, number of integrations, required validation, and the degree of confidentiality or operational risk. A scoped proposal confirms the exact fee before work begins.
Can I hire Francisco directly for development?
Yes, but complex builds normally begin with discovery or an audit so that implementation is not priced around assumptions.
Can another developer execute the roadmap?
Yes. The roadmap should be usable by Francisco, an internal team, or another developer, subject to the engagement agreement.
Do you guarantee profitability?
No. The work focuses on system design, engineering quality, research discipline, validation, execution, and risk controls. Markets remain uncertain and no system can guarantee returns.
Do you provide investment advice or manage funds?
No. The service is technical and quantitative systems consulting unless a separate, legally compliant service is explicitly agreed.
Can you sign an NDA?
Yes. Confidentiality terms can be agreed before sensitive technical details are shared.

Not sure which stage fits?

Send a short description of the system, current problem, platform, and desired outcome. The first response should identify whether the best starting point is an audit, roadmap, or a narrower technical engagement.