Svenn Mivedor

Designed and operate a live multi-broker algo trading desk end-to-end — ARM Docker infra, broker execution, statistical research, real-money risk. 770+ commits across 9 personal repos.

Lead Engineer & Operator — Self-directed at INDEPENDENT ALGORITHMIC TRADING DESK (2025-01 – Present)

Designed and operate a live multi-broker algo trading desk end-to-end — ARM Docker infra, broker execution, statistical research, real-money risk. 770+ commits across 9 personal repos.

• On-chain options market-maker (Solidity / HyperEVM): Built a fully autonomous everlasting (perpetual) options book + covered-call vault on Hyperliquid — on-chain Black–Scholes marks, utilization-driven funding, and market-driven hedging off live spot; 346 tests + 128k-run fuzz, proven end-to-end on testnet.
• Live execution stack: Built the only known working MT5↔Nautilus Trader bridge (413 commits); ships orders from Mac/Python to MT5 broker accounts with magic-tagged routing, OCO brackets, and trade journaling.
• Custom infrastructure: Ported MT5 to Apple Silicon via Hangover Wine 11.4 on Debian ARM64; 4-container Docker farm with file-lock protocol, xdotool GUI automation, and a process supervisor for unattended backtesting.
• Full-stack macro terminal (sventics, 118 commits): Self-hosted Bloomberg-style research terminal — Vue 3 + Tailwind + Fastify monorepo aggregating FRED, DBnomics, Chainlink, and on-chain data behind a command-bar UI.
• Statistical rigor: Enforced CRLB-aware sample sizing, KS regime tests, ADF stationarity, and bootstrap CIs on every strategy; dual-engine parity validation (Backtrader vs MT5 vs Nautilus) killed 35 strategies honestly. Math-audit lifted one EA's profit factor from 2.85 to 3.53.

Treasury Analyst at AFRICA LEASE TOGO (2024-02 – 2024-12)

• Built VBA scripts and dashboards into the FX Trade Blotter to automate exposure tracking and arbitrage analysis, sharpening desk edge and lifting trade volume.
• Executed 150+ XOF/XAF FX arbitrage trades via Deutsche Bank 360T, managing intraday exposure and surfacing real-time pricing inefficiencies across sessions.
• Coordinated multi-currency FX deals with the Central Bank (BCEAO), saving the firm $10M+ in exchange costs through disciplined positioning within approved risk limits.

Shareholder Reporting Analyst at FIDELITY INVESTMENTS (2022-10 – 2023-10)

• Built a VBA-powered Excel automation tool for risk disclosure reporting, eliminating 60+ hours of manual work per cycle.
• Managed concurrent reporting workstreams under tight deadlines; contributed to control/process improvements across the reporting workflow.

Vice President / Portfolio Manager at UNIVERSITY OF NORTH TEXAS FOUNDATION (2020-09 – 2023-12)

• Applied regression and data modeling to forecast Disney line items using Python/Excel on consumer-spending datasets; led valuation of Skyworks Solutions (team of 3 analysts).
• Managed a rotating team of 3 PMs and 4 Senior Analysts; presented data-backed equity recommendations to a long-only fund and macro outlooks (FRED) to the Board of Investors.

Trading Room Assistant at UNT COLLEGE OF BUSINESS (2021-01 – 2022-10)

• Instructed students on Bloomberg Terminal across FX, fixed income, and macro datasets; contributed to 3 research projects exporting currency, rates, and equity data into Excel.

Vice President / Co-Founder at UNT TRADING COMMUNITY (2022-05 – 2023-12)

• Co-founded student trading community; advised a team of 4 on rule-based FX systems (entry/exit logic, risk, position sizing). Monitored G10 bonds, rates, and macro releases weekly.

Bachelor of Business Administration in Finance – University of North Texas, Denton TX