Filip Kalús
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Quant developer · Founder · Trenčín

Trading strategies, software & products. Tested first.

I'm Filip, a quantitative developer at Quantpedia and the founder of KLS Labs. Since 2019 I've designed and run more than 500 out‑of‑sample backtests of trading strategies across equity, crypto and forex markets. At KLS Labs I build software and physical products, including a garden watering system. The approach is the same in both: test an idea cheaply, on real data or with real users, before putting serious time and money into it.

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Portrait of Filip Kalús
500+
out‑of‑sample backtests
7yrs
quant research at Quantpedia
4
SSRN papers co‑authored
2026
KLS Labs founded

01What I do

Where quantitative research meets product building.

Most days I design and backtest trading strategies and build the analytics and tooling around them. The rest goes into products and businesses that can be validated quickly. Off the clock: sports, reading, podcasts.

Quantitative research

Strategy research, statistical testing and backtesting. Out‑of‑sample validation, realistic costs, factor exposures, and honest reporting of what fails.

PythonQuantConnect LEANPortfolio analyticsBacktesting
IN‑SAMPLE OUT‑OF‑SAMPLE

Software & tooling

Production backend and frontend, research pipelines, custom indicators and client portfolio tools. Data to UI; I also lead a small developer team.

PythonC#SQLGoMQL4/5

Products & ventures

Through KLS Labs: physical products, iGaming products and online businesses. Fast validation, realistic path to execution.

KLS LabsHardwareiGamingOnline business

Toolbox

Languages
Python · C# · MQL4 / MQL5 · SQL · Go · JavaScript, HTML, CSS, PHP
Markets
Equities · Crypto · Forex · Multi‑asset portfolios
Methods
Out‑of‑sample backtesting · Portfolio and factor analysis · Custom indicators · NLP on company filings
Tools
QuantConnect LEAN · Jupyter · MetaTrader · HTMX · Git
Spoken
Slovak (native) · English (fluent) · Spanish (basics)

02Experience

Seven years in quant research and development.

  1. Jun 2019 — Present
    Quant / IT Developer Now
    Quantpedia.com (ARIS Technologies s.r.o.) · long‑term contractor
    • Designed and ran 500+ out‑of‑sample backtests across asset classes and strategy types.
    • Built portfolio analysis reports: performance, risk and factor exposures.
    • Developed custom indicators and portfolio analytics for institutional and individual clients.
    • Contributed to production backend and frontend, most recently a browser UI for the automated backtest pipeline.
    • Led and mentored a small developer team.
  2. 2026 — Present
    Founder Now
    KLS Labs s.r.o.

    Turning ideas into testable products: quant research tooling, software, and a garden watering system in development.

  3. Aug 2025
    Investment Foundations® Certificate
    CFA Institute · view credential ↗
  4. 2018 — 2020
    Ing. (Master's), Electronic Business and Management
    University of Žilina · Faculty of Operation and Economics of Transport and Communications
  5. 2015 — 2017
    Bachelor's, Informatics
    University of Žilina · Faculty of Management Science and Informatics
  6. 2010 — 2014
    Mechatronics
    Secondary Technical School, Dubnica nad Váhom

03Publications

Research I've co‑authored.

Applied research on SSRN with the Quantpedia team, from country‑level trading patterns to text analysis of company filings.

  1. 01Double Bottom Country Trading StrategyCyril Dujava, Filip Kalús, Radovan VojtkoSSRN · 2023 ↗
  2. 02Impact of Dataset Selection on the Performance of Trading StrategiesCyril Dujava, Filip Kalús, Radovan VojtkoSSRN · 2022 ↗
  3. 03How to Improve Post‑Earnings Announcement Drift with NLP AnalysisCyril Dujava, Filip Kalús, Radovan VojtkoSSRN · 2022 ↗
  4. 04How to Use Lexical Density of Company FilingsDaniela Hanicova, Filip Kalús, Radovan VojtkoSSRN · 2021 ↗

04Selected projects

Things I've built or am building.

Mostly private or client work, so short write‑ups rather than repositories. Happy to walk through any of them.

Automated backtesting pipeline

Infrastructure behind 500+ out‑of‑sample backtests: strategy specs in, reproducible results and portfolio reports out. Now with a browser UI. Built at Quantpedia.

PythonBacktestingWeb UI

Gold market & dynamic hedge research

Gold market indicators, financing conditions and dynamic hedging, with reproducible datasets and notebooks.

JupyterMacroHedging

Slot machine engine

An iGaming slot engine on the Stake Engine framework, plus a Go / HTMX companion exploring lightweight front‑ends for game logic.

GoHTMXStake EngineiGaming
In development

Garden watering system

A simple, reliable watering system for home gardens, built under KLS Labs. Prototyping and early validation.

HardwareKLS Labs

Intraday FX strategies

Rule‑based forex strategies in MQL4, including a high‑/low‑of‑day breakout and a trend‑line fake‑out system.

MQL4MetaTraderSystematic

Quant research workflow

My research operating system: strategy intake, automated source‑backed reports and QuantConnect LEAN drafts, with validation gates before anything gets built.

AgentsLEANResearch ops

05Contact

Let's talk.

Quant research, strategy development, software, early‑stage ventures. Email or LinkedIn is quickest.