Peter Bieda
MSc in Compute Science
Hi — I’m Pete, a Chicago-based software engineer with a strong background in high-performance systems, quantitative tooling, and data-intensive infrastructure. My work sits at the intersection of low-latency engineering, Python/C++ development, and quant research support, making me well-aligned with modern trading system requirements.
Over the past several years, I’ve focused on building tools and pipelines that help researchers, quants, and data teams operate more efficiently. My projects include:
• Latency-sensitive market data systems
I’ve designed and profiled Python-driven event loops, WebSocket tick handlers, and high-frequency ingestion layers. Early experiments with asyncio taught me how microseconds compound — shaping my approach to writing predictable, efficient code under load.
• High-throughput data pipelines
I’ve built end-to-end ingestion pipelines that process tens of gigabytes of tick-level data per day, moving from naïve storage formats to optimized columnar systems such as Parquet with compression. These pipelines now support ML-based features, backtesting engines, and real-time monitoring dashboards.
• Quant research tooling & simulation
A significant portion of my work centers on helping quant teams move faster:
- building experiment frameworks
- designing simulation helpers
- optimizing strategy prototypes
- creating reproducible environments for backtests
I enjoy supporting research teams because it combines engineering precision with scientific iteration.
• Infrastructure engineering (Python & C++)
While Python is my primary language for research tooling and pipelines, I also work with C++ when performance and system-level control matter. I’ve built components such as:
- low-overhead data parsers
- memory-optimized collectors
- bridging layers between Python research workflow and C++ execution paths
This generalist approach makes me comfortable working across Quant, Data, and Infrastructure teams — acting as the technical connective tissue between them.
• Greenfield, 0→1 systems
Much of what I build starts as a blank file. I enjoy architecting systems from scratch, designing for scalability from day one, and iterating quickly with end-users (researchers, analysts, or data engineers). I’m comfortable owning a project from idea to production.
My Philosophy
Trading systems reward precision — not just in code, but in thought.
I treat every microsecond, every pipeline bottleneck, and every piece of infrastructure as part of the strategy. Whether I’m profiling a hot loop, optimizing a parser, or improving a simulation engine, I focus on correctness first, performance second, and clarity always.
I’m motivated by environments where:
- engineering decisions directly impact strategy performance
- collaboration with quants leads to measurable research improvements
- small optimizations create large competitive advantages
- ownership, autonomy, and technical depth are valued
I thrive in fast, research-driven teams where problems are complex, stakes are high, and results are quantifiable.
Education
DePaul University
Master’s Degree — Computer Software Engineering
2009 – 2011
DePaul University
Bachelor’s Degree — Computer Science
2006 – 2009
National Louis University
Engineer’s Degree — Computer Science
2005 – 2009
Professional Experience
CEO
Invest-Soft
Invest-Soft - is a comprehensive stock trading platform and algorithmic trading dashboard designed for real-time market analysis, automated trading strategies, and portfolio management. It combines modern fintech architecture with a clean, high-performance user experience.
AI Architect - is a sophisticated 6-step decision pipeline that powers intelligent trading decisions for SynapseStrike. It combines multiple AI models, vector-based memory, and PostgreSQL logging to create a learning, adaptive trading brain.
WideSurf Stock API - Production-grade stock market data service designed as a scalable alternative to platforms like www.alpaca.markets. Built with modern cloud-native architecture and deployed on Kubernetes (K3s), it delivers high-performance financial data APIs alongside a polished, user-friendly dashboard.
SynapseStrike - AI trading system that lets you run multiple AI models to trade automatically. Configure strategies through a web interface, monitor performance in real-time, and let AI agents compete to find the best trading approach.
C++ Low-Latency Trading Core
PPOAlgo - Momentum Algorithm - a GPU-accelerated trading parameter optimizer that uses massive parallelism and machine-learning-driven selection to discover optimal buy and sell triggers across millions of strategy combinations—in seconds.
Market Data Pipeline (ETL System) - A production-grade real-time market data ingestion and processing pipeline, designed to demonstrate strong capabilities in data engineering, streaming systems, and automated ETL workflows used in modern trading platforms.
FinGPT GUI - Multi-Model Prediction Engine, LSTM (Long Short-Term Memory). Captures sequential dependencies in daily price movements.
A lightweight Temporal Fusion Transformer for attention-based time series forecasting. Combines models to identify stocks with >50% weekly upside potential.
Key Achievements
Technologies
CDO
Crane Network
Key Achievements
- Support Ticket System
- Transition Dasboard
Technologies
Senior Software Developer
Dealer E-Process
Key Achievements
- Inventory Vehicle Manager
- Dynamic Dashboard Vehicle Manager