Dave G.

Programming is an asset, but not all programmers understand markets. I specialize in bridging market intuition with deterministic system design, building adaptive futures trading systems that preserve edge through robust state logic, trap-based gating, and diagnostic feedback loops. With 25 years of experience in trading and strategy development, I translate intuition into precise, testable modules across platforms including Python, C++, NinjaScript, and CQG Formula Builder.

My focus is on reliability, adaptability, and performance in live market conditions. I am passionate about applying this rigor within trading firms where robust execution pipelines and adaptive strategies are mission-critical.

I am a Quantitative Trading Systems Architect with 25 years of experience in futures trading and strategy development. My expertise lies in bridging market intuition with deterministic system design, building adaptive trading systems that preserve edge through robust state logic, trap-based gating, and diagnostic feedback loops. I’ve deployed strategies across platforms including C++, NinjaScript, and CQG Formula Builder, always with a focus on execution reliability and live market performance. My career spans floor trading, independent curve trading, and automated system development, giving me a unique perspective on both market structure and algorithmic precision.

University of Iowa – Undergraduate Studies. Continued professional development through 25+ years of trading, systems architecture, and quantitative strategy design.