“In God we trust, all others must bring data.” (W. Edwards Deming)

About Me

I have 3+ years of experience researching, developing, and implementing trading algorithms, and 6+ years of proven track record of success as a data scientist. In the last 3 years, I have been working as a quantitative developer and quantitative researcher in the financial sector, developing and implementing trading algorithms. My expertise includes statistical arbitrage, stochastic control, data mining, forecasting, classical and Bayesian Inference, optimization, machine learning, and deep Learning algorithms. Besides that, my experience as a financial advisor aligned with my background in economics allows me to develop down-to-earth algorithms. I am comfortable with adapting theory to the real world and I can transit seamlessly between academic papers and production-ready algorithms. My Ph.D. research is focused on the application of reinforcement learning in statistical arbitrage strategies. Lastly, all my aforementioned expertise is complemented by my strong coding skills in R, Python, C++, SAS, and SQL, and my experience with cloud solutions such as Azure and AWS, as well as containerization and orchestration tools such as Docker, Podman, and Kubernetes.

During my free time, I contribute to the open source community developing R packages. You can find more about me and my projects on my Resume and my GitHub.

Research Interest

My main interests are Computational Statistics, Statistical Arbitrage, Reinforcement Learning, and Mathematical Finance.


Main Publications

In chronological order:

  1. Quadros, A. (2023) mRpostman: An IMAP Client for R. arXiv:2301.03350 [cs.NI]. [link]

  2. von Borries G., Quadros A. (2022) ROC App: an application to understand ROC Curves. Brazilian Journal of Biometrics}, Volume 40, Issue 2. [link]

  3. Beaklini P., Quadros A., Avellar M., Dantas M., Cançado A. (2020) AGN dichotomy beyond radio loudness: a Gaussian Mixture Model analysis. Monthly Notices of the Royal Astronomical Society, Volume 497, Issue 2, September 2020, Pages 1463-1474. [link]


Education

[4] Ph.D. in Statistics (2021-present)
Kansas State University

[3] B.Sc. in Statistics (2018)
Recipient of the “Outstanding Student Award”
University of Brasilia (UnB)

[2] M.Sc. in Economic Development (2012)
State University of Campinas (Unicamp)

[1] Licenciatura in Geography (2008)
State University of Campinas (Unicamp)


References