Jordan Bee
Quant systems engineer. I build autonomous trading systems from scratch — signal generation, risk management, execution, monitoring. Everything on this site is code I wrote, running live on real markets.
Skills
From signal generation to production execution.
- LLM orchestration and routing
- Multi-agent systems (8 agents)
- Signal generation, regime detection
- Kelly criterion, fractional sizing
- Walk-forward backtesting, IC analysis
- Mean reversion + momentum strategies
Multi-VPS, Docker, systemd, WebSocket pipelines
Python, Elixir/OTP, REST APIs, SQLite, Postgres
SvelteKit, Three.js, GSAP, Tailwind, dashboards
TDD (1000+ tests), CI/CD, security auditing
Why I Trade Algorithmically
I've been trading stocks and options manually for over 10 years. I've read the books, studied the charts, tried the strategies. And after a decade of it, I never found long-term, consistent success. Not because I didn't understand the markets — but because I couldn't get out of my own way.
The pattern was always the same. I'd have a good run, get confident, size up too fast, then give it all back in a few bad trades. I'd cut winners short because I was afraid of losing the gain. I'd hold losers too long because I couldn't accept being wrong. I'd overtrade after a win streak and freeze after a drawdown. Ten years of that.
Algorithmic trading removes me from the equation. The system doesn't feel fear after a drawdown. It doesn't get greedy after a streak. It executes the same strategy at 3 AM on a Sunday as it does at market open on a Monday. The edge isn't the strategy — it's the consistency of execution that no human can sustain.
A 49% win rate sounds terrible until you realize the TP:SL ratio is 1.8:1. The math works out to positive expected value on every trade. But only if you take every trade, with the correct sizing, without flinching. After 10 years of trying to do that manually, I know I can't. A machine can.
That's why I stopped trading manually and started building systems instead. The code is the discipline I never had. The backtest is the evidence. The live P&L is the proof.
Work With Me
I build autonomous trading systems, risk engines, and monitoring infrastructure. If you need someone who's shipped live algo trading code — not just backtests — let's talk.
End-to-end algo development: signal generation, position sizing, execution, and monitoring. Built for your edge, your risk tolerance, your capital.
Kelly criterion sizing, circuit breakers, multi-server architecture, stop-loss layering. The guard rails that keep systems alive.
Code review and architecture audit for existing trading systems. I've killed 6 of my own strategies — I know what failure looks like before it happens.