Hello! My name is Filipe.

If you're looking for a quantitative engineer specialized in options trading systems, capable of turning ideas into structured, testable, and executable models, I can help.

With 7+ years of experience in quantitative development and 10,000+ hours of hands-on work, I design options strategies grounded in statistical logic, risk management, and rigorous validation not just concepts, but fully engineered systems.

What I can develop for your options trading system:

• Strategies using calls, puts, spreads, and complex structures.

• Payoff modeling and risk/reward analysis (Greeks: Delta, Gamma, Theta, Vega).

• Historical backtesting with real performance metrics.

• Monte Carlo simulations for robustness and drawdown analysis.

• Optimization (probability of profit, expectancy, implied volatility).

• Entry and exit logic based on volatility and market regimes.

• Advanced risk management and dynamic position sizing.

• Automation, signals, and broker/API integrations.

• Out-of-sample validation and overfitting control.

• Full quantitative system architecture.

Send me your idea, and I’ll turn it into a structured, data-driven trading system.