Quasi - Mechanical, Cross Asset Proprietary Trader
United Kingdom
Quasi - Mechanical, Cross Asset Proprietary Trader
United Kingdom
My areas of expertise are (i) R&D of proprietary cross asset trading strategies, (ii) Mathematically based Technical Analysis (iii) Implementation of aforementioned strategies through a Quasi-Mechanical Trading Model. Samples of my work have been featured in “The Technical Analyst” magazine, Bloomberg, and various other online media sources.
1. Cross Asset Analytics
=> ■ Cross Asset Research Database: Since 1999 I have been researching and developing proprietary cross asset (intermarket) trading strategies. I have managed to build an extensive cross asset analytics database that focuses on identifying the relative attractiveness or directional clues for a “target” market through the study of linkages and activity between allied symptomatic markets. The identification of such bi-lateral information transmission channels can involve relationships that operate on a contemporaneous or a sequential basis. (leading / lagging markets).
=> ■ Cross-market Indicators (CMI): In addition, in an attempt to investigate the strength of external forces that affect internal market dynamics, and wishing to go beyond the assumption that there is a simple one-to-one cause and effect relationship between the various markets and asset classes I have created custom Cross Market Indicators (CMI’s).
Combinations of Auxiliary (related) markets are employed in order to discover the relative attractiveness of a Target Market. These Auxiliary markets are the components that form a Cross Market Indicator (CMI) which can belong to the same (CMI Type A) or different asset classes (CMI Type B). In order to construct these CMIs it may be necessary to add, subtract, multiply or divide the auxiliary components.
These proprietary Cross Market Indicators are able to synthesize disparate data by detecting hidden patterns and quantifying subtle but complex relationships between numerous related markets and asset classes.
Please refer to “Contact Settings” to provide articles or further info.
Cross market and technical strategies are implemented through TradeGuard©, a Quasi-Mechanical (semi-systematic) Trading Model.It is a Strategic,low-frequency, intermediate term directional trading methodology. Trade exits are based on a fully systematic trade management model which classifies market action (reactionary methodology) and applies an appropriate exit rule set. It is designed to continuously adjusting to unfolding market action,autonomous & non-correlated to the entry methodology
(Privately Held; 201-500 employees; Investment Management industry)
February 2007 — Present (1 year 10 months)
Cross Asset Trading.
Managing own book
(Privately Held; 51-200 employees; Online Media industry)
May 1900 — Present (108 years 7 months)
Columnist for Trader Monthly Magazine.
Trader Monthly is a New York based lifestyle magazine for traders who work at banks, hedge funds, exchange floors, prop trading companies, independent firms, private offices, broker/dealers, insurance companies, asset management firms, VC/private equity firms, direct access agencies, energy firms and other trading locales. Also served are traders of foreign exchange, derivatives, bonds, equities, asset-backed securities, futures, commodities, options, currencies, exchange traded funds, and others allied to the field.
Bsc Banking & International Finance 1993 — 1996
Investment Consultant Certificate 2002
Market Maker / Trader Certificate 2001
Client Consultant Certificate 2001
Derivatives Knowledge Certificate 2001
Investment Management Certificate 2001
Diploma in Technical Analysis (ATAA) 2000
=> ■ Traders (Institutional, CTA’s): I exchange directional market views, Cross Asset & Technical setups (ad hoc) with various professional traders through a private list => ■ Quants: I am interested in discussing the quantitative specification of Intermarket relationships and integration into a Decision Support System (DSS) for market trading. The System is to be semi-automated, providing probabilistic cues for traders to assess and to act on. It is not intended for the system to make autonomous “buy” ,”sell” signals, but to guide decision making with historic probabilities. The system’s trading cues must therefore be sufficiently descriptive to give traders a statistical context for decision making. => ■ If you are interested in a dialogue to discuss mutual networking opportunities. => ■ Moreover if I have a keen interest in learning the (i) Exotic and Complex Options Trading Strategies (ii) Statistical Arbitrage feel free to contact me (Please refer to “Contact Settings”)
■ Ivy Plus Alternative Investment Network
■ International Federation of Technical Analysts
■ Society of Technical Analysts
■ Australian Technical Analysts Association
■ Global Association of Risk Professionals, Technical Analyst Conference
=> ■ Published in: “The Technical Analyst”, "Traders' ", "Trader Monthly", magazines, Bloomberg, and various other online media sources.
=> ■ Entered the Hellenic Army as a private. Selected to be trained in 2 Military Academies for Officers for 7 months (Centre of War Material Training & General Army Staff). Promoted and discharged with rank of Second Lieutenant (the highest rank a non career officer can achieve)
=> ■ Awarded for the successful participation in the Organising Committee of the “European Weightlifting Championships” of the International Military Sports Council.