The game has changed forever. Actionable investment information arrives faster and from more sources than ever before. The analytical demands to understand this barrage are growing without bound. To compete in today’s hyper-competitive markets requires excellence in many disciplines. Fundamental insights and intuition are critical, but we are moving to a time when they are no longer enough. Software, algos, and statistics are just the beginning. Success in the market is a complex dance involving many partners and steps.

Your competitors employ world class expertise in science, statistics and software to gain an edge.

With so much at stake, and the landscape changing so rapidly around us - how do independent traders and fund managers compete? Where do you even begin?

It’s not easy, but luckily for us the path to quantitative trading is well trodden. Adopting a systematic approach to trading today is straightforward - and it’s easy to start. The ideas and processes pioneered over the last 30 years are more accessible than ever. Today established open source tools and on-demand access to cloud computing lets the nimble player leap to a place that a handful of years ago only the most established funds could play.

Data pipelines, analysis tools, alpha research, computational resources, risk and performance tools, programming languages — all of these areas are hyper focused within a quantitative and systematic approach. Taken separately, each of these are capable of providing a massive edge in alpha generation - put together, you become one of the best in the game.

“Quantification” of investing is not a sprint — it’s a deliberate plan that takes time.

Over the last two decades, I have focused on building the technology and platforms that make investors more productive and successful. Complicated math and statistics are useful, but being able to iterate and go from idea to trade faster is a reliable edge that can’t be traded away. Systematic trading, aka “quant” trading, is mostly about repeatable decision making. At its core - systematic trading is process building.

Years ago I created open source software that made a lasting impact — used to this day at many of the world’s most successful hedge funds, as well as in the systems of hundreds of thousands of individual investors. I spent the last six years helping to build a successful hedge fund’s new quantitative desk into one of the largest, and most successful in the industry. I co-founded and continue to run a conference into its second decade — an event which has hosted dozens of practitioner talks each year. My online time-series course has taught tens of thousands, and I’ve given scores of talks around the world on building these very systems. Since 2009 I’ve advised and built quantitative processes for high net-worth individuals and start up hedge funds — all the way up to the most successful and largest trading shops in the game. I have seen how “quant” is done. And it turns out there are few, if any, secrets. In fact, there are myriad free resources to learn the techniques and tools to start. Quantitative information today is an embarrassment of riches.

If you are a 1-5 person group running traditional discretionary trades, I can help you add quantitative tools to improve your trading. If you are a successful independent trader, or someone who has just started trading their own capital and needs an expert eye to help plot the course to systematic trading - I can help you get there. If you are quantitative trading team already - I can provide a sounding board to vet your approach, or help define a new one. At the end of the day, I am offering my 16 years of experience deep inside this quantitative evolution, to help guide you to the next level.

Schedule your FREE One Day QUANT 10 minute call to find out how.