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Achievements

Achievement: Pull Sharkx3Achievement: Pair ExtraordinaireAchievement: YOLOAchievement: Quickdraw

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Ruuudy1/README.md

Rudy Osuna

Machine Learning Engineer @ LPL Financial · Prev. Quantitative Developer @ QuantConnect · ex-President @ Triton Quantitative Trading, UC San Diego

B.S. Computer Science, UC San Diego (2026) · LinkedIn · QuantConnect

I build low-latency trading and research infrastructure, quantitative signal pipelines, and the tooling that sits between them.

Stack: Python · C++ · C# · PyTorch · NumPy/Pandas · SQL · Apache Arrow/Kafka/Spark/Airflow · Redis · AWS · Docker · Kubernetes

Featured

Spectral Tick-Flow Signal: proprietary Fourier-transform pipeline detecting systematic execution algorithms across 500 US equities since 2009; 2.5x faster parsing via Apache Arrow, 5.8x faster via multiprocessing. Research →

FinMamba3: native C++ (pybind11) backtesting engine for prediction-market limit-order-book data; releases the GIL for concurrent runs, parity-verified byte-identical against the original Python engine.

DataHacks 2026 Backtester: event-driven backtester for binary prediction markets (5k+ LOC, 93 tests); order-book-walking fills with liquidity depletion, T+1 latency, stale-quote rejection across 8,466 markets.

Architecting the Agent Orchestration core of QuantConnect's AI framework · Mentoring TQT student researchers (LPPLS bubble detection, NLP filing-language signals, CNN-LSTM volatility forecasting) · Lecturing CSE 198: Introduction to Quantitative Finance at UCSD

Currently

AI Orchestration and Agents at scale.

📫 ruosuna@ucsd.edu · Trilingual: English, Spanish, Portuguese | Learning: Mandarin (Simplified)

Pinned Loading

  1. Documentation Documentation Public

    Forked from QuantConnect/Documentation

    QuantConnect Wiki Style Documentation Behind QuantConnect

    HTML

  2. NeetcodeFromScratch NeetcodeFromScratch Public

    Solving all 150 Algorithm Roadmap Questions

    Python 1

  3. Seminar_DSAInQuant Seminar_DSAInQuant Public

    Data Structures and Algorithms applications to Quantitative Finance

    Jupyter Notebook 2

  4. Seminar_RiskManagement Seminar_RiskManagement Public

    TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance

    Python 2

  5. TQT_X_LPL_Financial TQT_X_LPL_Financial Public

    Triton Quantitative Trading seminar with collaboration with LPL Financial

    1

  6. HFT_PYNQZ1-Z2 HFT_PYNQZ1-Z2 Public

    2025. Working implementation on a PYNQ Z1/Z2 board (Latest release: Vivado 2024.2 & Vitis 2024.2)

    VHDL 2 2