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Frosty1962
Joined
May 07, 2026
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0
체험:
1 - 3 년
위치:
United Kingdom
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바이오
Systematic Investment Strategist | Architect of the asymmetry Strategy
With over 3 years of live, verified performance, I specialise in the development and management of systematic trading frameworks. My flagship strategy, is an algorithmic engine designed to remove human bias and emotion from the global currency markets.
By prioritizing a "Risk-First" approach, I have successfully scaled to over £550,000 in Assets under Management (AuM), attracting backing from US-based liquidity funds, UK management firms, and global Tier-1 investment platforms.
My philosophy is rooted in mathematical asymmetry: using high-precision execution (13.4 Kurtosis) and positive skewness (0.71) to protect capital while aggressively capturing "fat-tail" market opportunities. I am committed to transparency, regulatory excellence, and the relentless pursuit of risk-adjusted alpha.
With over 3 years of live, verified performance, I specialise in the development and management of systematic trading frameworks. My flagship strategy, is an algorithmic engine designed to remove human bias and emotion from the global currency markets.
By prioritizing a "Risk-First" approach, I have successfully scaled to over £550,000 in Assets under Management (AuM), attracting backing from US-based liquidity funds, UK management firms, and global Tier-1 investment platforms.
My philosophy is rooted in mathematical asymmetry: using high-precision execution (13.4 Kurtosis) and positive skewness (0.71) to protect capital while aggressively capturing "fat-tail" market opportunities. I am committed to transparency, regulatory excellence, and the relentless pursuit of risk-adjusted alpha.
거래 스타일
Systematic / Multi-Regime Swing Trading
This portfolio is an algorithmic strategy focused on high-probability swing setups across Trend and Range regimes. The system is engineered for Positive Skewness (0.71) and High Kurtosis (13.4), prioritizing a "Fat-Tail" return profile where winners are allowed to run and losses are strictly capped. With a Max Drawdown of 9.76% over 3 years, the strategy emphasises capital preservation and institutional-grade risk management.
Average Rotation: 155 (Strategic Swing)
Risk Model: Fixed 4.16% VaR
Execution: 100% Systematic (24/5)
This portfolio is an algorithmic strategy focused on high-probability swing setups across Trend and Range regimes. The system is engineered for Positive Skewness (0.71) and High Kurtosis (13.4), prioritizing a "Fat-Tail" return profile where winners are allowed to run and losses are strictly capped. With a Max Drawdown of 9.76% over 3 years, the strategy emphasises capital preservation and institutional-grade risk management.
Average Rotation: 155 (Strategic Swing)
Risk Model: Fixed 4.16% VaR
Execution: 100% Systematic (24/5)
좌우명
Mathematically Driven. Risk Defined
Systems by Frosty1962
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