I'm Jakub.

I'm a 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 work at the intersection of AI, quantitative investing and financial infrastructure - building AI-native research and investment systems.

physics (University of Warsaw, CERN), 20+ years in technology (Microsoft, Oracle, T-Mobile/Orange), three startups, one exit. In quantitative finance since 2020.

• 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

• Book: Quant Interviews - 194 questions across two volumes
• Newsletter: QuantJourney Substack - investment architecture and research validation, 6,000+ subscribers

Open to a small number of architecture and build engagements per year, with companies embedding AI into their investment workflows. Defined discovery, architecture, and build phases. If that's what you need, check detailed scopes at consulting.

• (PyPI)
• quantjourney-ti - Numba-optimised technical indicators
• quantjourney-bidask - bid-ask spread estimator from OHLC (Ardia, Guidotti, Kroencke 2024)

Source code lives under QuantJourneyOrg.

• Web: jakubpolec.com
• Email: [email protected]
• Linkedin: in/jakubpolec