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fxanalytcs
Joined
Mar 31, 2015
Connections
0
Experience
More than 5 years
Location
United States
Bio
Competitive Data Scientist (top 1% at Numerai hedge fund) and former Money Manager with over 17 years of experience modeling exchange rates with machine learning and technical and fundamental analysis.
I no longer trade for myself as my risk profile has changed dramatically over time. My company took a massive hit when Refco filed for BK back in the mid 2k's and I had to scale my risk way back. After the SNB event, which didn't impact me as I was out of the market at the time, I scaled back again to protect funds that are ultimately meant for retirement. The horizon now is to short to recover if another black swan lands in my pool so I stand on side-lines and focus on R&D.
All that said, I would like to get back into the business on some level, I'm not quite ready for the rocking chair and sunsets just yet.
I no longer trade for myself as my risk profile has changed dramatically over time. My company took a massive hit when Refco filed for BK back in the mid 2k's and I had to scale my risk way back. After the SNB event, which didn't impact me as I was out of the market at the time, I scaled back again to protect funds that are ultimately meant for retirement. The horizon now is to short to recover if another black swan lands in my pool so I stand on side-lines and focus on R&D.
All that said, I would like to get back into the business on some level, I'm not quite ready for the rocking chair and sunsets just yet.
Trading style
"Nearly-automated". I trade (demo only now) from a matrix of 23 pairs across several time-series and model types (composite forecast). Signal generation and scaling are systematic and wouldn't require a lot of work to port over to FIX or another API, but I still like to look at the trades and have the final word before pulling the trigger on my own stuff.
Chart
Systems by fxanalytcs
Recent Posts
380
Jan 19, 2018 at 07:49
212587
Jan 27, 2016 at 13:55
212587
Jan 27, 2016 at 07:38
