Algorithmic Trading Strategies
Offering cutting-edge solutions tailored to meet unique needs. With expertise in AI-driven strategies and advanced programming languages such as C#, Python, and Easylanguage, to build trading platforms that empower to navigate the complexities of the financial markets with precision and confidence. Whether you’re looking for off-the-shelf solutions or a fully personalized trading system, equipped to deliver robust, scalable solutions across various platforms.
Quantitative Investing Strategies and Portfolio Optimization
Offering cutting-edge solutions tailored to meet unique needs. With expertise in AI-driven strategies and advanced programming languages such as C#, Python, and Easylanguage, we build custom trading platforms that empower to navigate the complexities of the financial markets with precision and confidence. Whether you’re looking for off-the-shelf solutions or a fully personalized trading system, we are equipped to deliver robust, scalable solutions across various platforms.
I've spent 15+ years building fully automated trading systems on futures, FX and volatility derivatives.
My recent institutional mandates include quantitative research and live strategies for MUFG's eFX Alpha team (via Nomura Research, 2023–2025) and trading-platform engineering for Cabestan Capital — both engagements running through my firm, AlgosWorks AI (Ireland) — alongside further institutional engagements as portfolio manager for hedge funds and proprietary trading firms.
My research thesis is simple and unfashionable: the edge is not in finding the Best Strategy. It is in building portfolios of honestly-validated strategies. That is why this site exists — Quanthedge AI is the research arm of AlgosWorks AI, where I write about the Deflated Sharpe Ratio, allocation methods, market regimes and multi-strategy construction. Econometrics (regime-switching, GARCH, multivariate time series), machine learning and genetic algorithms are the toolkit; statistical honesty is the discipline.
Publications & Talks
- Estimating Volatility with Statistical Models: From Moving Averages to GARCH(1,1) — Quanthedge AI Research, 2026
- Analisi tecnica efficace applicata ai trading systems — Experta Editrice, 2004
- Borsa Italiana (Italian Stock Exchange), Milan — invited talks: High Frequency Trading: Market Microstructure (2010) · Quantitative Basis for Energy Commodities Trading (2011)
Get in touch
Research: the best way to follow this work is the monthly Market Regime Note — regimes, volatility and correlations across major futures markets, with code. Subscribe here.
Institutional enquiries: consulting and engagement discussions run through my firm, AlgosWorks AI — algosworksai.com.
Quanthedge AI is the research arm of AlgosWorks AI Ltd (Ireland). All content on this site is research and educational material only; nothing here constitutes investment advice, an investment recommendation, or an offer of investment services.
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