My academic journey began with a degree in law before gradually shifting towards economics, where I first developed an interest in financial markets. What initially started as an intellectual curiosity soon evolved into a long-term commitment to quantitative research and the systematic study of market behaviour.
Over more than a decade of independent research and system development, I have designed, tested and evaluated trading models across a wide range of market environments. Along the way, I had the opportunity to exchange ideas with experienced market professionals, observe different market regimes and experience both favourable and adverse conditions firsthand.
These experiences gradually reshaped my perspective. Over time, I became less interested in pursuing individual trading systems and increasingly focused on understanding the principles that determine whether a market idea deserves to become one. Process, statistical validation and critical review eventually became more important than the pursuit of any single strategy.
About Origins
TradingQuant was not conceived as a commercial project or as a collection of trading systems. Its origins can be traced to the gradual sharing of research notes, quantitative experiments and market observations through discussions with other traders.
Those conversations revealed a recurring pattern. The greatest obstacle was rarely the lack of indicators, software or analytical tools. More often, it was the absence of a structured decision-making process capable of connecting observation, hypothesis formulation, statistical validation, risk management and execution into a coherent whole.
Without such a framework, individual techniques are easily applied in isolation. This often leads to inconsistent decisions, confirmation bias, retrospective interpretations of historical results and an excessive focus on short-term performance.
TradingQuant was created to document a different approach. Instead of presenting isolated techniques, the project aims to show how quantitative ideas can be developed, challenged and objectively evaluated before they become part of a systematic methodology.
About Publications
Research rarely follows a predefined schedule. Some hypotheses can be evaluated within days, others require months of observation, while many never produce sufficient evidence to justify publication. For this reason, TradingQuant follows the pace of research rather than the demands of content production.
Editorial decisions are therefore independent of publication frequency, commercial considerations or promotional objectives. Every article represents work that has reached a level of reliability considered sufficiently robust to provide meaningful value to the project.
An equally important aspect of research is recognising what should remain unpublished. Exploratory investigations are essential for developing knowledge, but not every experiment produces conclusions that can be objectively supported.
For this reason, TradingQuant does not publish:
- copy-and-paste trading strategies;
- isolated systems presented without their research context;
- backtests designed solely to maximise historical performance;
- hypotheses that cannot be objectively verified.
Each publication should therefore be viewed as a documented contribution to an ongoing body of research rather than as a definitive answer. Every article reflects the current state of evidence available at the time of publication and remains open to future revision whenever stronger evidence emerges.