About

From first principles
to working systems.

I studied mathematics and physics without much of a career plan. I simply liked sitting with difficult systems until their behaviour started to make sense.

That led, less directly than it now appears, to credit and financial markets in Madrid, quantitative and investment risk, and eventually Zürich. Over time I became as interested in building the data, software, and analytical machinery behind decisions as in performing the analysis itself.

I still care about the financial and mathematical questions themselves. I have simply found that the way data is structured, calculations are encoded, and tools are designed often determines how well those questions can be answered.

Alfonso beside a turquoise alpine lake surrounded by forest
Alfonso standing beside a large abstract steel sculpture on the coast

Beyond work

Side projects, mathematics, and an unreasonable number of puzzles.

Building does not stop with professional systems. I made a language-learning application while learning German, built a personal investment index around questions I wanted to test, and took Thorax from a frustration in the gym to a product running on web, iOS, and Android.

Mathematics never quite became a former subject either. I am currently investigating the GMM conjecture and using AI as a research companion: useful for challenging arguments, organising a branching investigation, and suggesting better questions, but not a substitute for proof.

Away from a screen, I train, travel, follow science, and keep adding to an unnecessarily large collection of Rubik’s cubes and twisty puzzles. This is probably evidence that I do not always know when to leave a problem alone.

Personal experiment

An index built to test an investment idea.

A cumulative-performance comparison with the S&P 500 across 1,332 observations. Dates, currency, and whether the supplied series is live or backtested were not specified, so I present it here as a quantitative experiment rather than an investment claim.

Cumulative performance of the Palomares Index and the S&P 500 across 1,332 observations

Selected foundations

Details behind the trajectory.

Selected academic and professional details from my background.

Education

Double degree in Mathematics and Physics

Universidad Complutense de Madrid. Final project on divisibility criteria in commutative rings, graded 10/10.

Finance

Master in Stock & Financial Markets

IEB. Final project on an investment strategy using interest-rate derivatives, graded 9/10.

Credential

CFA Charterholder

All three levels completed in consecutive years. Also CNMV-accredited CAd and Bloomberg Market Concepts certified.

Mathematics

Research, publication, and awards

Contributor to Divisibility in Commutative Rings (2017), Community of Madrid Excellence Scholarship recipient, and winner of the National Mathematics Olympiad for French Schools in Spain.