Graduated in Engineering with experience in investments and quantitative trading, I firmly believe that data speaks louder than any individual opinion and should be the foundation for any investor's decision-making.My work focuses on quantitative research in financial markets, using Python and MQL5 for automation, data mining, algorithm development, design, evaluation and validation of strategies, robustness testing, risk management, and portfolio management. My goal is to generate alpha through algorithms that consistently outperform major market benchmarks. I also have skills in Git, HTML, CSS, JavaScript, MS Excel, NTSL, and Power BI, which enhance my ability to code, analyze data, and present insights effectively.I have developed a portfolio of algorithms that delivered an annual return of 25.9% with a Sharpe Ratio of 3.1.Sample: https://github.com/davimmoraes/algorithmic-portfolio-live-trading-analysis/blob/master/algorithmic-portfolio-live-trading-analysis_EN.ipynb