Bernardo Ascensão
Bernardo Ascensão

Bernardo Ascensão

Founder of QFI Labs. Quantitative research, models and software for financial markets.

Every study starts with a testable question.

I read the literature, rebuild the experiments and record what holds and what does not.

Models trained for a defined task.

Language models for financial text and market algorithms, each with its own data and its own evaluation.

What matters is behaviour out of sample.

Parameter sensitivity, execution costs and market regimes are part of the test from the start.

A hypothesis moves forward only after it holds on data that was not used to build it.

I work where quantitative research, software engineering and financial markets meet. The same discipline applies to code, to models and to risk management.

I am a software engineer and a trader in US equities, US options and futures. I founded QFI Labs to bring research, model development and engineering into a single process.

I have built software since 2008, from online systems to market data pipelines. I have traded financial markets since 2018, with a focus on market microstructure and order flow.

Role
Founder, QFI Labs LLC
Areas
Quantitative research, machine learning, market microstructure
Markets
US equities, US options, futures
Engineering
Rust, C++, Python, TypeScript
Bernardo Ascensão and Andrew Aziz, each holding their books
With Andrew Aziz, author of How to Day Trade for a Living.
  • 2026CME Group, June Trading ChallengePublic competition run by CME Group.55th place
  • 2025Novo Banco, Trading Pro ChallengeNational competition with more than three thousand participants. Ranking published by ECO.4th place
  • 2024FTMOFirst capital distribution under the programme.Distribution
  • 2024Apex Trader Funding50K account evaluation, Rithmic.Passed
  • 2024FTMO ChallengeEvaluation with daily and overall loss limits.Passed
  • QuantJPMorgan Chase, Quantitative ResearchJob simulation, via Forage.Completed

Results obtained in competitions and evaluation programmes. Past results are not indicative of future results.

Research, partnerships and press.