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ctj01/README.md

Cristian Mendoza

Quantitative Researcher & ML Engineer | Applied Statistics, Time Series, and Markets

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About Me

I work at the intersection of quantitative research, machine learning, and software engineering, with a strong focus on financial time series, statistical modeling, and decision-making under uncertainty.

My background is in building and experimenting with models for market behavior, portfolio optimization, risk estimation, and signal research. I enjoy starting from raw data, forming hypotheses, designing experiments, and iterating on models until they either fail clearly or reveal something useful.

I place a strong emphasis on understanding why a model works or breaks, rather than optimizing blindly. Most of my work involves Python-based research pipelines, statistical analysis, feature engineering, and translating research insights into reliable systems.

I am particularly interested in quantitative trading, market microstructure, regime detection, and the application of statistical and ML techniques to real-world financial problems.


Featured Research Projects

Portfolio Rebalancer

Quantitative research platform for portfolio construction and allocation.

  • Market data analysis and feature engineering
  • Regime-aware optimization strategies
  • Backtesting and performance evaluation
  • Research pipelines connected to interactive dashboards

Stack: Python, pandas, NumPy, scikit-learn, FastAPI, Docker


Decision Engine

Event-driven decision system combining statistical models and rule-based logic.

  • Probabilistic scoring and risk assessment
  • Model-driven decision workflows
  • Emphasis on interpretability and auditability

Stack: Python, .NET, MongoDB, RabbitMQ


Trading Research & Experiments

Collection of exploratory research on market behavior.

  • Time-series analysis and signal exploration
  • Pattern detection and regime modeling
  • Statistical validation and model comparison

Stack: Python, pandas, NumPy, TA-Lib


Technical Focus

  • Quant & Data: time-series analysis, statistical modeling, backtesting, regime detection
  • ML: supervised models, feature engineering, validation, error analysis
  • Programming: Python (primary), C#
  • Data: pandas, NumPy, scikit-learn
  • Systems: research pipelines, event-driven architectures

GitHub Highlights


Connect With Me

Pinned Loading

  1. simple_shell simple_shell Public

    C

  2. Dex Dex Public

    Dex using aave protocol

    Solidity

  3. uniswap-single uniswap-single Public

    Swapper on ETH SEPOLIA

    TypeScript

  4. wallet-multisig wallet-multisig Public

    wallet multisign based on amount of gorvernance token

    Solidity