Data engineering
Point in time pipelines keep the future out of the past.
- raw ingestion
- point in time features
- multi timeframe labels
- event bars
- evidence tracking
Founder, quantitative researcher, and engineer. At Wealth AI, I build the research layer between raw market data and decisions investors can audit.



I work where artificial intelligence, financial markets, and systematic trading meet. Since 2022 I have traded quantitatively while studying how institutional markets are researched, tested, and executed.
At Deka's Quantitative Asset Management branch I joined the Alternative Strategies team on the Frankfurt trading floor, studying systematic alpha, derivatives, and execution in detail. That standard shapes how I build.
Today I am Co Founder & CEO of Wealth AI. I lead the AI research layer between raw market data and better financial decisions, with code close to every claim.
Wealth AI is a financial intelligence system for market research at scale. It structures price, volatility, liquidity, momentum, regime shifts, and cross asset relationships into evidence investors can test.
Pipelines collect, normalize, and version financial data across assets and timeframes, creating the material every model depends on.
Models, statistical validation, backtesting, and GPU workflows are coordinated by research agents inside one reproducible engine.
No signal matters until it survives leakage checks, baselines, and out of sample review.
A research engine only matters when it reaches the people making decisions. The product layer is taking shape quietly.
Structured for EU compliance under MiCAR, with Austrian counsel at CERHA HEMPEL.
An applied platform for multi asset market prediction. Data engineering, machine learning, validation, and autonomous agents work as one research loop.
Point in time pipelines keep the future out of the past.
Architectures are tested on whether they improve decisions over multi day horizons.
Every claim earns its place through controlled tests.
Autonomous research runs reproducibly at cloud scale.
The goal is a cross asset intelligence layer that reads market state, makes disciplined directional calls, and knows when not to act.
Company direction, product judgment, and technical priorities. Clear decisions under uncertainty.
Turning raw market data into tested intelligence with modern time series modeling and statistical validation.
Data pipelines, model evaluation, backtesting frameworks, GPU workflows, and validation harnesses.
Architecting the systems that turn research outputs into product, with researchers, agents, and cloud workflows aligned.
Positioning, content, and customer acquisition from zero to a focused audience.
MiCAR positioning with experienced counsel, keeping the product compliant and capable.
Markets are systems. Systems can be modeled.
The best research is built in code, then tested against the past without leaking the future.
Clarity beats noise. The work should reveal one honest view.
Move fast, think from first principles, build systems that compound.
Lead by clear thinking and proximity to the work. Hierarchy is not the point.
Quantitative research and crypto trading in code.
Internship in Frankfurt with exposure to a major institutional asset manager.
Started the AI research layer between market data and better decisions. Wealth AI Software GmbH, Vienna.
Youngest intern on the Frankfurt trading floor, embedded with the Alternative Strategies team.
Internship in Frankfurt across Capital Markets and Equity Research.
Scaling the research engine while the product layer takes shape behind it.
Wealth AI is the first step.
Building serious financial technology, investing in AI infrastructure, or comparing notes on markets? I would like to hear from you.
jayden.bruck@wealthai.trade