Fabian Bonilla

Quantitative research, systematic strategy development, and business acquisition.

I’m Fabian Bonilla — an economics student and operator building long-horizon decision systems for markets and business. The focus is simple: remove noise, control risk, and compound outcomes.

This website documents ongoing projects, active experiments, and planned frameworks. Each project includes its stack, methodology, current progress, and next execution steps.

Read About Me → View Resume & Downloadables → Go to Quant Lab →
Econometrics Systematic Trading Risk Management R / Python / SQL / Excel
“Return is vanity. Risk-adjusted return is sanity.”

Selected Projects

Built and planned work that supports a long-term capital allocator trajectory.

Research Systems R
In progress

Opening Range Breakout Study

Backtesting ORB behavior in SPY with transaction costs, regime filters, and risk diagnostics.

Open project page →
Simulation Portfolio Python/R
Planned

Monte Carlo Portfolio Simulator

Scenario engine for return paths, drawdown distributions, and survival-first risk planning.

See quant roadmap →
Acquisition Operations Excel
Planned

Small Business Acquisition Model

Cash-flow underwriting framework for evaluating Georgia-based acquisition opportunities.

View framework →

What I’m Optimizing For

  • High risk-adjusted returns
  • Long-term optionality
  • Skill acquisition > income spikes
  • Durable systems over lucky trades
  • Ownership over employment

Interactive Project Roadmap

Now: ORB backtest implementation in R

Build clean OHLC data pipeline, strategy logic, and performance diagnostics before moving to visual reporting.

Next: causal research and memo formatting

Use DID setup, pre-trend checks, and scenario interpretation to produce a rigorous but readable brief.

Then: financial modeling toolkits

Create reusable Excel templates for valuation and duration/rate risk to support investment decisions.