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 entire software stack, from data warehousing, to backtesting, to live trading, and performance analytics is based on software I have written.

You can contact me at qusmablog at gmail dot com.

Comments (0)

Leave a Reply

Your email address will not be published. Required fields are marked *