Contact & Collaboration

I'm an independent practitioner focused on understanding the intricate plumbing of modern financial markets, particularly the impact of high-frequency trading and algorithmic strategies on market microstructure.

I have spent a considerable amount of time learning from discretionary portfolio managers when I interned at three different long only asset management firms, and was able to deduct that most discretionary traders have no idea how modern financial markets operate at a microstructural level.

I have been told that to enter into the world of quantitative finance I need to have a PhD in a quantitative field, that bothered me alot. My ability to recognize patterns in time-series data and edetic memory allow me to create a predictive models in a way that modern machine learning algorithms still are not able to, similar to how AGI can't be created on current infrastructure since stacking transformers on top of each other doesn't truly make something alive.

My approach combines real-time market data analysis, machine learning applications in trading, and an understanding of market behaviour from both a system and humans POV. Additionally, I have shared some insights on HFT via my TradingView account.

This research site represents my commitment to bringing visibility to current market dynamics and collaboration within the quantitative finance community, fostering transparent discussion about market dynamics and trading technologies.

I would much rather learn from others and keep to myself than figure everything out alone and share with people who have no interest in learning. Both approaches have their merits, but I believe in the power of collective intelligence.