I build algorithmic trading systems and quantitative research infrastructure, with 12+ years of hands-on experience in trading software (including deep MT4/MT5/MQL5 domain work).
Focus: turning trading ideas into testable, reproducible, production-oriented systems.
- Algorithmic trading and market research
- Python / C++ trading infrastructure
- Quantitative validation and backtesting
- AI-assisted R&D (as a development multiplier, not a job title)
- Proprietary market analytics
| Layer | What |
|---|---|
| Core | Algorithmic trading · trading systems · Quant R&D |
| Strong | Trading architecture · validation · MQL5/C++ domain depth |
| Applied | Python · FastAPI · PostgreSQL · Docker |
| Emerging | ML / LLM tooling · local AI workflows · MLX |
- Monte-Neo — Monte Carlo + fee-aware backtests / walk-forward research engine
- trading-data-replay-engine — deterministic market-data replay
- DEXArb — low-latency market-data / opportunity-detection architecture
- NeoZorK3 — execution-oriented trading-systems R&D
- ClaimBound Evidence — preregistered evidence discipline (rigor signal; not the hero product)
Green /
PASSED_UNDER_PROTOCOL≠ independently reproduced. Most public cards remain single-operator until a separate rerun.
I use modern AI coding/reasoning systems (Claude, GPT, Gemini, Grok, Cursor, local LLMs) to accelerate research iteration, refactoring, tests, experiment automation, and trading-system prototyping — not as “generic AI development.”
Open to remote Quant Developer / Algorithmic Trading / Trading Systems R&D roles.
GitHub: @NeoZorK



