Francesco Parrella

The complete systematic stack for a fund: the platform that turns research into live positions, and the team that runs it.

Over twenty years I have designed, built and operated every layer, first inside large systematic groups and then for funds as an outside builder. The work starts with the first architecture decision and ends with a production operation that runs every day, under monitoring, with validation gates before anything trades real money.

1. Systematic infrastructure for a $2B+ multi-strategy fundDesigned and delivered from greenfield to live trading: data management, execution, portfolio construction and risk, approved at CEO, CTO and COO level.
2. Live trading signals for a $7B+ US multi-strategy fundCustomised quantitative strategies delivered as a production signal service.
3. A fully automated fund operationResearch, trading, risk and reporting for a Cayman master-feeder structure, run for five years with a two-person team.
4. Hedgeweek European Awards 2026AlgoTraders named Outsourced Trading Provider of the Year, against much larger vendors.
5. US patent 12,271,950Inventor of a scoring and recommendation system for quantitative trading strategies, the method behind the platform's parameter selection and overfitting controls.

Small senior teams rather than large ones. Heavy automation, including agentic tooling, so that the platform runs with few hands. Hard validation gates before a strategy touches capital. A direct working relationship with portfolio managers, because the platform exists to serve their research and their risk.

I have hired, mentored and led software engineers and quantitative researchers, and I have owned vendor selection, cloud and infrastructure budgets, information security and the compliance package that institutional due diligence requires.

• 2014 to present

  AlgoTraders Founder, CEO and CTO · London and New York

  Quantitative technology firm building and operating systematic trading infrastructure for hedge funds, family offices and institutional managers. Cloud research and execution platform, machine-learning strategy architecture across equities, futures, FX and ETFs.

• 2021 to present

  Central Limit Capital Co-Founder, CTO and Director · Cayman Islands

  Investment manager registered with the NFA as CPO and CTA. Multi-strategy quantitative portfolio for a family office on US ETFs, equities and futures; systematic macro, volatility and equity long/short research.

• 2013 to 2014

  Point72, Cubist Systematic Strategies Quantitative Developer · London and New York

  Trading systems on equities, ETFs and futures for a group running about $600M GMV in market-neutral and trend-following strategies.

• 2008 to 2011

  G-Research Quantitative Developer and Co-Manager · London

  Responsible for trading in the Korean and Chinese markets ($300M AUM). Co-managed the core system and analytics team; market impact models, parallelisation and model fitting across all traded markets.

• 2007 to 2008

  Imperial College London Quantitative Researcher, Department of Mathematics

  Machine learning applied to financial markets; two published papers and an AI-based trading strategy, under an EU research grant.

• 2025US patent 12,271,950, Scoring and recommendation system, method and program product for quantitative trading strategies. Granted 8 April 2025.
• 2009Montana, G. and Parrella, F., Data Mining for Algorithmic Asset Management, in Data Mining for Business Applications, Springer, pp. 283 to 295.
• 2008Learning to Trade with Incremental Support Vector Regression Experts, HAIS 2008, Springer.
• 2007Online Support Vector Machines for Regression, University of Genoa.

• 2026Hedgeweek European Awards, Outsourced Trading Provider of the Year, AlgoTraders.
• 2022Google for Startups Accelerator, $100K grant.
• 2019Series 3, National Commodities Futures Examination, FINRA.
• 2007European Union research grant in machine learning.
• 2006Fellowship, Superior Institute of Information, Communication and Technology, Genoa.

• ColumbiaMS Financial Engineering, Columbia University, New York.
• GenoaBSc and MSc Computing, University of Genoa.