Óscar Romero Quincoces
Quantitative analyst · Financial markets & AIBilbao, Madrid or remote
I come from the markets. For three years I executed equities on mandate at a private investment office, and before that I studied International Relations, which left me with the habit of watching macro and geopolitics.
Today I build AI software for markets and for companies: agents that read reports and cite their source, systems that put a company’s documentation in order, and a product in production, Auguria, that explains the market in Spanish without giving recommendations.
Projects
Products and tools
8- AuguriaIn production
Market analysis in Spanish
1,071 commits in five months
Next.js 15React 19TypeScriptSupabase (Postgres, Auth, RLS)Python · FastAPIRead about it - Auguria StudioPart of Auguria
Teaching videos built from real data
~45 short videos
Claude Code agentsPythonHyperFrames (HTML + GSAP)edge-ttsffmpegRead about it - BrieflyLive demo
A two-voice podcast on your stocks
232/232 figures traced to a source
PythonStreamlitClaude Sonnet and HaikuGemini TTSedge-ttsRead about it - STATORPaper trading
Liquidity engine for illiquid stocks
0 of 2,938 orders out of limits
Python 3.13uvInteractive Brokers API (ib_async)ParquetStreamlitRead about it - Telegram task agentIn daily use
Turns team chat into a task list
8:30 morning summary
Pythonpython-telegram-botClaude (classification)Gemini (voice transcription)PostgreSQL (psycopg 3)Read about it - Document systems for companiesIn use
Ordered archives and an AI assistant for 5 companies
5 companies
RAGLLM assistantsDocument classificationRead about it - MIAX AsesorPersonal tool
Study aid with debating agents
105 topics
PythonFastAPI (SSE streaming)ChromaDBClaude (Anthropic API)Gemini and GroqRead about it - 10-K agentMaster's project
Answers questions from SEC filings
8/10 blind questions right
PythonLangChain + LangGraphFAISSBM25 (rank-bm25)sentence-transformersRead about it
Research and experiments
5- Market regimesMaster's thesis
12 detectors, 60 years of data
16/17 crises caught
PythonpandashmmlearnstatsmodelsarchRead about it - Stock contestIn progress
Plays for the podium, not for return
452 historical windows
PythonpandasNumPy · SciPyyfinanceParquetRead about it - PolymarketRuled out
Do Bitcoin candles have momentum?
<50% candles repeat colour
PythonpandasSciPyBinance candle datapytestRead about it - IBEX 35 newsletterFirst prototype
A daily report written by agents
4 Claude agents
PythonClaude Opus and Sonnetyfinance + RSSGitHub ActionsPostgreSQL (SQLAlchemy)Read about it - Chatbot experimentsPrototype
A WhatsApp bot answered by Claude
WhatsApp via Meta's webhook
PythonFastAPIAnthropic SDKWhatsApp Cloud APIngrokRead about it
Master's coursework, MIAX at Instituto BME
17- Fair credit
Credit scoring with a smaller gender gap
−72% gender gap
PythonKeras 3 + TensorFlowKeras Tunerscikit-learnpandasRead about it - Explainable credit
Credit decisions audited with SHAP and LIME
−51% cost, 10:1 scenario
PythonXGBoostSHAPLIMEDiCERead about it - Synthetic data
Seven generators for scarce crisis data
7 generators
PythonPyTorchKerashmmlearnscikit-learnRead about it - Equity arbitrage
Order books from four European venues
2,719 opportunities
PythonpandasNumPymatplotlibJupyterRead about it - S&P 500 forecasting
256 trainings, none beat a linear model
256 trainings
PythonKeras 3 + TensorFlowyfinancescikit-learnpandasRead about it - Stress testing and VaR
Crisis scenarios for an 18-asset portfolio
10,000 Monte Carlo paths
PythonhmmlearncopulasSciPypandasRead about it - Options on SPY
A long straddle, with and without delta hedging
SPY options
Pythonib_insyncNumPy · SciPypandasPlotlyRead about it - Momentum backtest
The 20 strongest S&P 500 stocks, monthly
10.93% a year
PythonpandasNumPyParquetMonte CarloRead about it - Causal graphs
Correlation against causation, by sector
6 sector ETFs
PythonpgmpylingamstatsmodelsnetworkxRead about it - Portfolio optimisation
Markowitz and asset selection for a Sharpe contest
1.16 max Sharpe (train)
PythoncvxpyNumPypandasSciPyRead about it - Fund of funds
A portfolio of funds tilted towards Asia
70% in Asia
Pythonpandasscikit-learnFama-French factorsJupyterRead about it - Data preprocessing
López de Prado's methods, step by step
d = 0.4 stationary from
PythonpandasNumPyscikit-learnParquetRead about it - Mixed-input network
Daily sales for nine Rossmann stores
7/9 stores with R² > 0.6
PythonTensorFlow (tf.keras)LSTMEmbeddingspandasRead about it - Forecasting hackathon
252 days ahead for six indices
252 steps ahead
PythonKeras + TensorFlowLSTMpandasNumPyRead about it - Bond portfolio
Ratings, default risk and concentration
IG / HY split by rating
PythonpandasNumPySciPymatplotlibRead about it - Python fundamentals
A toolkit for market data
10 sample portfolios
PythonpandasyfinanceAlpha Vantage APImatplotlib · seabornRead about it - Fraud detectionIn progress
Scoring bank transactions for fraud
0.696 AUPRC so far
Pythonscikit-learnGaussian mixturespandasJupyterRead about it
Websites for companies
6- Triarii Consulting
My AI and finance consultancy
Visit triariiconsulting.es - Albujón Energy
A solar energy company
Visit albujon.es - ArcaUnion
A holding company in Tenerife
Visit arcaunion.com - CO₂ Capital
Carbon emission allowances, Bilbao
Visit co2capital.es - Molonlabe Capital
A holding company in Madrid
Visit molonlabecapital.es - The Sole ClubArchived
The online shop of my sneaker store in Bilbao
Archived copy
Experience
- 2026–nowFounder, Triarii ConsultingAI and finance consultancy in Madrid. Auguria and STATOR come from here.
- 2025–nowHead of AI and Administration, Albujón EnergyA solar company. I built the Telegram bot and the RAG over internal documents that the team uses every day.
- 2022–2025Execution Trader, equitiesAt a private investment office: block execution on mandate, intraday trading and risk control.
- 2022–2026Managing Director, The Sole ClubA shop in Bilbao. I ran the P&L for four years and set prices and stock rotation from sales data.
Education
- 2025–2027MIAX master's, Instituto BMEAI and quantum computing for markets. Thesis on a multi-agent RAG system with regime detection.
- 2026Financial Advisor, Instituto BMERecognised by the CNMV, equivalent to MiFID II.
- 2026Claude Code in Action, AnthropicCourse on building software with Claude Code.
- 2021–2025International Relations, Universidad de DeustoBachelor's degree, with an Erasmus at Masaryk University in Brno.
Spanish is my first language. I also speak English (B2, Cambridge First), intermediate Basque, French (B1) and Chinese (HSK 3).
Contact
For work, or for a project with Triarii, write to me.

































































