Dmitri De Freitas — Quantitative Finance & Data Science

BS Data Science & Financial Engineering, Washington University in St. Louis (May 2026). BA Mathematics, Drew University. Available for full-time quantitative research / financial engineering / data science roles from August 2026. Based in St. Louis, open to relocation. Contact: d.defreitas@wustl.edu.

Working papers (PDF, hosted on this site)

The Deflated Sharpe Ratio in Practice: Guarding Strategy Selection Against Multiple-Testing Bias
Short-Horizon Market Efficiency Following Positive Earnings Surprises: A PEAD Event Study

Selected work

C++20 matching engine, differentially fuzzed, p50 30ns / p99 330ns / p99.9 510ns per op on a LOBSTER replay — compiled to WebAssembly at /lab/wasm-engine. Source: github.com/dmitridefreitas-dev/matching-engine
SVI volatility correctness proof reproducing Gatheral–Jacquier (2014) in-browser at /lab/iv-surface
Live Binance L2 order-flow synchronization at /lab/order-flow
27 interactive quant tools at /lab · 20 research projects at /projects · GitHub: github.com/dmitridefreitas-dev