Category Archives: Work in Progress

Example application of Bergstrom’s e-ratio

This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.  

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Football Statistics & Price Behavior Statistics

In the last 5 years, there were approx 12,400 competitive football matches across the English Premiership & Championship, the Italian Serie-A, the German Bundesliga, the Spanish La Liga, and the group stages of the UEFA Champions League and Europa League. … Continue reading

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Halloween Trading Update

Briefly highlighting some of the trading development work and meetings with various traders I got done over the last week (and a glimpse from my Halloween outing!).

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A trading journey into Randomness

A conversation on testing, analytical thinking and randomness with a fellow trader over a cup of coffee on Wednesday afternoon. Yesterday afternoon I had a great time catching up with a fellow trader I had met on the VTP program¬†in … Continue reading

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Systematic Trading Resources & etc

Here’s a brief recap of recent learning resources I have used for coding & systematic trading. The objective has been to improve my EasyLanguage skills and to brainstorm trading strategy ideas. A systematic trader here at the fund explained to … Continue reading

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