u/Immediate_Shame5520

INSTEAD OF ASKING MYSELF "WHERE IS A PRICE GOING?", I ASK: "WHAT KEEPS REPEATING"

Hello Reddit community!

This is my first post on this platform, and I'd like to introduce myself. I'm 29 years old and currently finishing my CMT certification (it was taken by Ivan Scherman, a world champion futures trader). In parallel, I develop algorithmic and quantitative systems applied to the market.

What I'm looking for is to find recurring market patterns and, based on them, develop strategies with a positive expected value.

I'm not simply looking to do trend following or mean reversion, etc. My approach is to first study the specific statistics of each asset and timeframe.

For example: How does this asset move on this timeframe? (Because you can have a system that's mean reversion on the 1-hour chart and trend following on the 4-hour or daily chart for the same asset; that also reveals portfolio mismatches.) What patterns does it repeat? Under what conditions does the behavior I'm looking for appear? And, above all, does that behavior have enough statistical evidence to become a strategy with a positive expected value? From there, I develop and test different strategies and algorithmic systems. These are some of my trades. Feel free to ask me anything you want about them, the strategies, what variables I analyze, or how I'm testing them. I would also appreciate your feedback.

I also have a Telegram group where I share the development of the systems, trades, analyses, and various tests I conduct.

The idea is to share the process and build a community interested in quantitative trading, algorithmic systems, and statistics applied to the market.

u/Immediate_Shame5520 — 13 days ago