Castedo Ellerman freelance quantitative analyst|developer

Services

Brokertron
Brokertron is a server emulating the Interactive Brokers API and financial markets. Visit http://brokertron.castedo.com for more details. A basic level of functionality is provided for free and I can be hired to provide more sophisticated functionality in the areas of:
stress testing
back-testing
statistical testing
Software Development
I specialize in mathematical software and trading software connecting to Interactive Brokers. Some examples of software I have developed include:
semi and fully automated trading software connecting to Interactive Brokers
simulations of financial prices (i.e. Monte Carlo)
mathematical optimizers (eg. linear or quadratic programming)
Data Analysis
With extensive R and SQL experience together with a solid command of statistics, I can perform statistical data analysis including data extraction from web and SQL data sources.
Open Source
isomon : a C/C++ library for money and ISO 4217 currency codes
spl::safe_ptr : a never-null shared pointer C++ class