Algorithmic Trading & Market Research
Understanding markets through observation, automation, and testing.
The development over time
A continuing investigation.
- Around age 14
Conversations with my uncle connected technology companies with an early interest in investing.
- 2015
The FXCM automation experiment challenged the strategy I was using and changed my approach.
- Subsequent years
Further commissioned development and growing involvement in specification, implementation, testing, and refinement.
- Today
AI-assisted research tools and automated systems, including live implementations. Deployment alone does not establish profitability.
An Early Interest
I was introduced to investing when I was around 14, through my uncle, who was involved in financial markets.
That early interest stayed with me through school, my career in law enforcement, and eventually into full-time research and trading.
What has consistently interested me is understanding why markets move the way they do—and whether recurring behaviours can be identified and translated into systematic decisions.
From Trading Ideas to Automated Systems
In 2015, I commissioned developers at FXCM to automate a trading strategy I had been using.
The experience was revealing. Once the rules were expressed precisely and subjected to testing, the strategy didn’t perform as I had expected. Rather than confirming my assumptions, the experiment challenged them.
That became an important part of my approach: a compelling chart pattern or convincing theory is not the same thing as a repeatable trading advantage.
Developing the Research Infrastructure
Over the years, I’ve continued developing strategies, automated trading systems, and tools for studying historical market behaviour.
My work has expanded from defining trading rules and commissioning implementations to directing AI-assisted software development across research pipelines, strategy evaluation, and automated execution.
Several systems have progressed into live trading, while others have been revised or rejected based on their results. Live implementation alone does not establish sustained profitability.
I remain interested in discovering whether repeatable market behaviours can be translated into economically useful opportunities under realistic execution conditions.
What Continues to Interest Me
One of the most interesting aspects of systematic trading is that it requires both imagination and discipline.
You need to be willing to explore unconventional hypotheses, but equally willing to discover that an attractive idea doesn’t survive testing. My research has invalidated more hypotheses than it has validated.
Today, I’m particularly interested in the relationships between market structure, movement across different time scales, future price paths, and the conditions that might create favourable trading opportunities.
It’s ongoing research, and there’s still plenty to discover.