Maarten Kosobucki

Designed and built end-to-end quantitative trading systems in Python, focused on crypto and FX markets.

My work covers the full research-to-execution pipeline:

Automated data ingestion from crypto and FX APIs.

Cleaning, validation and densification of time-series data

Feature engineering (technical, statistical and ML-based)

Machine learning models for trading signals (including LSTM and autoencoders)

Backtesting engines with realistic fees, spread, slippage and risk management

I specialize in building research-grade, reproducible systems that can be trusted for real trading decisions, not just academic experiments or toy examples.

My focus is on correctness, robustness and production-grade market simulation, including stress-testing, correlation risk, and execution costs.