Who am I?
I’m an ordinary European guy with a wealth of international experiences. I’ve studied and lived in both the United States and Russia, worked in Panama, and traveled extensively. With a background in finance and a passion for hiking and nature, I bring a unique perspective shaped by my adventures and professional journey.
What am I doing here?
Using algorithms and quantitative approaches, I am working to maintain, grow, and live off my family’s family office. This blog is a way to document my journey, share insights, and connect with others in the field.
When did I start?
After spending a few years in discretionary trading, I began studying algorithmic trading from scratch in 2022. During my initial experiments with live automated strategies and discretionary trading, I managed to avoid losing money—though I didn’t make much either. Still, I’d call that a good start!
How do I plan to trade “my” capital?
My goal is to implement a portfolio of automated, uncorrelated strategies. Ideally, I’ll have at least one strategy for each category—mean reversion, trend following, carry, and so on—along with multiple variations of each strategy trading the same instruments.
It’s an ambitious plan, especially since I’m starting from scratch. I’ll need to avoid overfitting a random ChatGPT-generated strategy and calling it a day. To execute this, I plan to use MultiCharts for both backtesting and live trading. For strategies that are difficult (or nearly impossible) to implement in EasyLanguage, I’ll rely on Python for backtesting. For live trading those strategies, I’m considering alternative platforms like RealTest.
Why do I want to trade this way instead of just buying and holding a diversified index fund?
Why not do both? That’s exactly what I plan to do. I’ll allocate a portion of my capital to algorithmic trading and diversify the rest across index funds, bonds, Bitcoin, and other investments.
The overarching reason is that I’m skeptical about the buy-and-hold approach consistently delivering sufficient returns in the future. While it likely will—and this post may age badly—I feel a responsibility to actively explore additional ways to preserve and grow the family fund. By hedging my bets with a passive approach in one part of the portfolio, I hope to strike a balance between risk and opportunity.
I honestly do not care whether this blog gets any reach or not, I am doing this to hold myself accountable and organize my thoughts. If you have any questions or thoughts, please leave them down below!