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Roberto Santander - Resume

Roberto Santander - Resume Roberto Santander robsantander@gmail.com | Professional Summary Innovative C++ Developer and Quantitative Finance Researcher with over 25 years of experience in software development, financial modeling, and applied research. Expert in developing high-performance systems for quantitative analysis, including algorithm design and real-time market data applications. A strong academic foundation and demonstrated history of publishing research on market dynamics and computational finance. Professional Experience Project Director - ExSan (Current) - Designed and developed ExSan , an advanced console-oriented spreadsheet software for data mining, quantitative analysis, and financial modeling. - Integrated with Interactive Brokers C++ API , enabling real-time market data research and analysis. - Conducted independ...

Markowitz's Portfolio Simulator

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This project is already pluged in to Interactive Brokers C++ API  beta test will begin soon;  ref:  ExSan Algorithmic Trading - LOW LATENCY TRADING      1  Markowitz Portfolio Simulator      2       3  ExSan  is used for this simulation, Yahoo Finance is the source of data.       4  About  +500 files in txt format,  each containing 4K to 7K closing stok’s       5  prices since Jan 2000.      6       7  ExSan handles  DYNAMIC MEMORY ALLOCATION  it can deal with more than +500      8  stocks/assets, it is ...