Mission
I share research, methods and code from my journey in systematic trading.
From Stuttgart, Germany, this blog dives into systematic futures trading as a research-driven process. It covers everything from idea generation to the realities of implementation—to build strategies that survive outside of backtests.
Articles
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Developing a systematic trading strategy rarely begins with a perfect idea. Instead, it is an iterative process of forming hypotheses, testing them, discarding what does not work, and refining what does. In this article, we develop a futures trading strategy… Read more.
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Diversification is one of the most important tools for a systematic trader. This article will dive into the diversification possibilities of one simple strategy via different parameters. The article will both discuss the theoretical foundations and apply these to a… Read more.
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This is the first article in a series about cash management for futures traders. This article lays the theoretical foundations needed to understand the topic in more detail and will introduce two systematic strategies for interest optimization and automatic margin… Read more.