Quantitative trading research and systematic strategy engineering.

The project combines market research, platform engineering and execution infrastructure. The objective is to transform repeatable market conditions into testable rules, that can be inspected before capital is allocated.

While many trading methodologies rely on subjective interpretation, EthicAlgo Research is built around data-driven rigor: statistically validated hypotheses and realistic cost assumptions.

Jacopo Ulivi

I hold a Bachelor’s degree in Statistics and Finance from the University of Bologna and have developed extensive experience in the design, validation, and live deployment of rule-based quantitative trading strategies applied to systematic and algorithmic trading across futures, forex, and equities, including the use of real capital.

Since 2020, I have worked as an alpha researcher focused on financial time series analysis, market inefficiencies, and the construction of systematic trading strategies. This path has allowed me to develop a critical and independent approach in assessing model robustness, statistical validity, replicability, and real-world tradability.

I currently maintain and operate a large number of proprietary, non-public trading models developed internally across multiple markets, instruments, and timeframes.

Since 2022, I have been operating as a self-employed professional, working in research and development, consulting, and programming within systematic trading. Over the years, I have been involved in strategy development, optimization, and validation, as well as VPS infrastructure management, deployment and monitoring of automated trading systems in live environments, including MetaTrader 5, TradeStation, MultiCharts, MultiCharts .NET, Interactive Brokers, Python, and various trading APIs.

I have also worked on integration with multiple brokers and data providers, historical data manipulation and preparation, back-adjusting and ratio-adjusting of futures series, normalization of non-time-based bars, and the development of the technical infrastructure required to bring trading models from research to live execution.

I have collaborated with private clients and companies connected to trading education and asset management, working on research, development, validation, and implementation of systematic trading strategies.

Since February 2026, I have been working with an Italian asset management company (SCF), contributing to the operation and monitoring of systematic models on live markets.

Since June 2026, I have been working as an advisor for a regulated and publicly listed actively managed certificate (AMC) on Borsa Italiana, contributing to research, development, and quantitative support for systematic portfolio management.

My main value lies in continuous research, practical experimentation, and the ability to connect statistics, programming, infrastructure, and real market execution into coherent trading systems.

My primary objective is to work in research and development alongside experienced professionals in the design, validation, and implementation of robust and truly tradable systematic strategies.

I aim to contribute to the development of quantitative and infrastructural solutions for systematic trading, targeting high-net-worth individuals, family offices, trading desks, and professional private investors, with a strong focus on model robustness, execution quality, and real-world applicability.