David Frost

Software engineer working on cloud infrastructure at Capital One.

Now

I'm building Retrofolio, a portfolio backtester born out of an interest in portfolio theory and historical asset allocation. At Capital One I work on the network infrastructure behind the web and mobile apps, mostly cloud engineering, infrastructure-as-code, and CI/CD.

Projects

Retrofolio — A portfolio backtester built with Next.js and FastAPI. Long-running backtests run through an async task pipeline so the UI stays responsive. Built to explore portfolio theory and test historical allocation strategies.

Smart Lamp — IoT lighting system built with Raspberry Pi, MQTT, and Bluetooth for real-time control. Backed by a Django web dashboard with WebSockets and a native iOS app in Swift, with Ansible handling provisioning. Built four full-stack interfaces around a single physical device.