Andrew Stephens

Quantitative trading systems engineer building algorithmic execution pipelines and risk management models from quiet workspaces worldwide. I help prop firms, independent traders, and fintech startups design backtesting frameworks, latency reduction architectures, and portfolio stress testing protocols that compound edge over time. My approach covers machine learning signal integration, slippage optimization, and automated position sizing that keeps drawdowns controlled during volatility. I code async, travel often, and believe the best trading systems are disciplined, transparent, and built for endurance. If you want a clean, automated quant framework that scales your strategy and funds your next phase, let's build it once and let it run.