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I am a quantitative trader and systems developer with years of experience designing, testing, and deploying algorithmic strategies for institutional and proprietary trading firms. My background combines quantitative research, risk management, and automated execution across multiple asset classes, mainly FX, indices, and commodities.
Over the past decade, I’ve focused on building robust algorithmic models using statistical validation, Monte Carlo simulations, and walk-forward optimization to ensure reliability under changing market conditions. Each Expert Advisor I release reflects the same principles used in institutional environments: controlled exposure, adaptive logic, and data-driven design.
My philosophy is simple: trading is not about prediction, it’s about disciplined execution and capital preservation. Every system is engineered to perform under real-world conditions, not just in perfect backtests.
If you value stability, transparency, and professional-grade algorithmic design, you’re in the right place.
Visit my website: https://www.nobossfx.com
Over the past decade, I’ve focused on building robust algorithmic models using statistical validation, Monte Carlo simulations, and walk-forward optimization to ensure reliability under changing market conditions. Each Expert Advisor I release reflects the same principles used in institutional environments: controlled exposure, adaptive logic, and data-driven design.
My philosophy is simple: trading is not about prediction, it’s about disciplined execution and capital preservation. Every system is engineered to perform under real-world conditions, not just in perfect backtests.
If you value stability, transparency, and professional-grade algorithmic design, you’re in the right place.
Visit my website: https://www.nobossfx.com
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Felipe Ignacio Sepulveda Galvez
The foundation of any quantitative model is data quality.
I never rely on default broker data. Each backtest is verified against independent tick sources to avoid bias and ensure statistical reliability.
I never rely on default broker data. Each backtest is verified against independent tick sources to avoid bias and ensure statistical reliability.
Felipe Ignacio Sepulveda Galvez
Slippage is an unspoken tax in algorithmic trading.Every millisecond matters.My current setups run VPS latency checks and adaptive spread filters before each order, eliminating trades that would enter during liquidity voids.
Felipe Ignacio Sepulveda Galvez
Most traders optimize entries. Professionals optimize exposure.In my models, position sizing adapts to volatility regimes using ATR-normalized risk.Consistency comes not from signals, but from stable risk per trade.
Felipe Ignacio Sepulveda Galvez
Institutional trading isn’t about prediction — it’s about structure.
Price moves because liquidity moves. Every execution model I build is based on how volume clusters within time and volatility windows, not on single indicators.
Understanding where liquidity must appear gives a measurable edge.
Price moves because liquidity moves. Every execution model I build is based on how volume clusters within time and volatility windows, not on single indicators.
Understanding where liquidity must appear gives a measurable edge.