Founder of QuantJourney, a modular buy-side investment platform (IBOR/PMS, instrument master, portfolio state, MCP/API access) built for hedge funds, family offices and asset managers.
I build and review investment infrastructure. I do not manage client capital.
Background: physics (University of Warsaw, CERN), 20+ years in technology (Microsoft, Oracle, T-Mobile/Orange), three startups, one exit. In quantitative finance since 2020.
Products
- OneBook - IBOR/PMS and portfolio state for buy-side teams
- QuantJourney API - point-in-time market and fundamentals data, MCP-native
- QuantJourney Backtester - event-driven backtesting engine
- QuantJourney Agents - agentic research and portfolio workflows over the same data layer
Writing
- Book: Quant Interviews - 194 questions across two volumes
- Newsletter: QuantJourney Substack - investment architecture and research validation, 6,000+ subscribers
Python packages (PyPI)
- quantjourney-ti - Numba-optimised technical indicators
- quantjourney-bidask - bid-ask spread estimator from OHLC (Ardia, Guidotti, Kroencke 2024)
Source code lives under QuantJourneyOrg.
Contact: jakubpolec.com · jakub@quantjourney.pro · LinkedIn