Algorithmic Trading
Systematic.
Probability-Based.
My trading approach is strictly systematic and probability-based, primarily utilizing the Interactive Brokers API and StrategyQuant for algorithmic development. Whether operating in the forex or equity markets, I rely on backtested consistency and emotionless execution over short-term speculation.
Trading is not gambling — it's engineering. Every strategy is a hypothesis, backtested rigorously, forward-tested carefully, and deployed only when statistical edge is confirmed.
Trading Stack
Execution Layer
Interactive Brokers API
Professional-grade brokerage API for order management, data feeds, and automated execution across asset classes.
TWS API · Java
Strategy Development
StrategyQuant
Genetic algorithm-based strategy builder for robust, data-driven strategy discovery and walk-forward analysis.
Backtesting · Optimization
Monitoring & Reporting
Custom Analytics
Self-built dashboards for real-time P&L tracking, drawdown monitoring, and portfolio-level risk management.
Laravel · Java
Trading Principles
Edge First
No strategy is deployed without a statistically verified edge on out-of-sample data.
Emotionless Execution
Algorithms execute. Humans interfere. Manual overrides are an exception, never a habit.
Risk Management
Position sizing is calculated. Maximum drawdown limits are enforced. Capital survival comes first.
Walk-Forward Testing
Every strategy is validated on unseen data before going live. Curve-fitting is the enemy.
Portfolio Approach
Multiple uncorrelated strategies reduce portfolio volatility and smooth equity curves.
Continuous Review
Markets evolve. Strategy performance is monitored and re-evaluated on a regular schedule.
Markets & Instruments
Discuss
Want to talk systematic trading?
I'm always happy to discuss quant strategies, algo development, and risk management with fellow practitioners.
Get in Touch