Phase 3: Trading Algorithms & Hedge Funds
Top 5% commodity futures trader and researcher specializing in quantitative systematic macro strategies and medium-frequency trading. Combines machine learning and deep learning with transformative ideas — creatively applying derivative ideas to financial time series data rather than relying solely on data-driven models.
| 2018 |
2019 |
2020 |
2021 |
2022 |
2023 |
| 8.0% |
3.0% |
5.2% |
32.7% |
57.1% |
20.5% |
2018–2023 Metrics
- Average Annual Return: 21.1%
- Sharpe Ratio: 2.0
- 2023 Return: 20.5%, Max Drawdown: 7.5% (2.3% since June), Sharpe: 1.9 (3.1 since June), Leverage: 1.2x
- Correlation to Barclay Hedge: −0.16, Barclay Macro: −0.08, S&P 500: −0.20
Roles
| Company |
Dates |
Role |
| Aargo Trade |
2022–2023 |
PM, Head of Research |
| DRW |
2020–2022 |
Quantitative Researcher |
| Graticule Asset Management |
2018–2020 |
Quantitative Research, Systematic Trader |
| Kingstree Trading |
2012–2018 |
Quantitative Research |
Systems built
- accumulator — client-server trading system (ZeroMQ, real-time signal processing)
- cryptofactory — modular cryptocurrency trading with automated execution
- Commodities — multiple individual and combined ML-based, beginnings of spiderweb concepts
Books
- “101 Trading Ideas” (2016)
- “Research Papers and Ideas from a Portfolio Manager, 2023 Edition”
See Also