Quantitative Investing

I am a financial analyst; I design quantitative market models.  I have traded my own account in the financial markets for many years and continue to do so.  Sometimes for better, sometimes for worse.  All trading  goes through good and bad patches. It is something you learn to live with. The goal should be to contain risk within levels you can tolerate, both financially and emotionally.

Traditional discretionary fund management is outdated and discredited. Simple rule-based investing is likely to provide (over the long term) better risk-adjusted returns than conventional approaches.

Some of my models are very simple (in principal). Some are slightly more elaborate and use a sophisticated but slim set of rules and money management techniques. My guiding principal is robustness.


Past performance is not necessarily indicative of future results.Please ensure that you have read and understood the Terms of Use for this website.   You have agreed to the Terms of Use by accessing any part of this website, and, without prejudice to the generality of the foregoing, by viewing the performance metrics set out here you accept (1) that this information is for educational purposes only and (2) that you should consult a regulated investment adviser regarding any investment or trading decision you may make.  We are not regulated do not provide investment advice.



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