I trade my own account using a portfolio of grey-box quantitative approaches. Most are completely systematic, but some also incorporate an element of discretion on my part. I generally avoid fundamentals and trade purely on technical factors, though I’m looking to change this in the future. Among others, I trade several major stock indices, individual stocks, volatility, volatility derivatives, and various spreads. I plan on using the blog to post about interesting things that come up in my research.

My toolbox includes MATLAB, Octave, R, as well as custom coded solutions in C++ and C#. For charting and some backtesting I use MultiCharts .NET.


You can contact me at qusmablog at gmail dot com.