Applying computer science and mathematics to trading
Most traders see markets through a purely financial lens: patterns, price action, sentiment. I add a different perspective, that of a software engineer. Every trading problem becomes an engineering problem, solvable with code, data, and scientific method.
Read my trading philosophyTrading Philosophy
Professional Market Making Approach
Act like a Market Maker, not a speculator
The trader's role is not to predict market direction, but to enter and exit the order flow quickly. The mindset is that of a bookmaker, not a gambler. No searching for reversal points, no indicators to predict the future.
Trade only the present
What happened 30 or even 5 minutes ago is irrelevant. The only question that matters is: "What is this contract worth right now? Can I buy it cheaper or sell it higher?" So-called "levels" created hours or days ago have no relevance to the current moment.
Exploit the mathematical edge of the spread
Buying on the bid (not the offer) transforms a trade from negative expectancy, roughly 1 in 6 chance of profit, to positive expectancy, with 5 in 6 chance of not losing. This same edge is the profit engine of major financial institutions.
Small adjustments x frequency = big results
No chasing "home runs." A single improvement, for example turning a 1-tick loss into a scratch, multiplied by 250 trading days can be worth thousands of dollars per year. Professional thinking operates in terms of compounded frequency, not single big trades.
Relative value through correlations
Price alone says nothing about value. Value is determined only by comparison with correlated instruments, just like comparing car or house prices. Correlations with other markets determine which side of the spread to trade.
Continuous decision cycle: Observe, Orient, Decide, Act
Inspired by John Boyd's OODA theory, professional trading uses a continuous feedback loop. Speed of adaptation matters more than brute force, just as lighter, more agile Soviet fighters outperformed heavier, more expensive American aircraft.
Rigorous discipline and professional standards
You don't trade out of excitement or boredom. After a series of losses, you stop, analyze the problem, and only then resume. Discipline is the foundation of good habits, which in turn are the foundation of consistency.
No technical analysis, no charts
No charts, no patterns, no indicators. The main tools are the DOM (Depth of Market) and the Tape. Technical analysis is seen as an obstacle that makes decisions easier but not better.
Separate decision quality from outcome
As Annie Duke teaches, don't confuse a good outcome with a good decision. A post-trade checklist that accounts for the role of randomness allows you to evaluate the decision-making process without falling into the "resulting" trap.
Continuous incremental improvement
Inspired by the "marginal gains" concept (as adopted by Team Sky in professional cycling), the path is made of constant incremental improvements. No "eureka" moments, but gradual, sustainable growth built brick by brick.
Data, not opinions
Every decision starts from data. Hypotheses are tested, not guessed. Strategies are validated statistically before reaching the market. If something can't be measured, it can't be improved.
Code, not intuition
Intuition doesn't scale. An algorithm can analyze thousands of data points in milliseconds. Automation eliminates the human variable and applies rules consistently, every session.
Method, not promises
Trading involves risk, and no one can guarantee profits. What I offer is a rigorous, reproducible approach: if you can't describe your strategy as a set of precise rules, you can't know if it works.
The real enemy: yourself
The biggest problem in trading is not finding the right strategy. It's executing it. Discretionary trading puts every decision in the hands of your emotions: fear makes you exit too early, greed makes you hold too long, frustration pushes you to revenge trade.
You study for months, build a plan, define your rules, and then the market opens and everything falls apart. You skip a signal because you're scared. You move a stop because you "feel" the market will come back. You double your size to recover a loss. The result is always the same: inconsistency.
This is not a mindset problem you can solve with willpower. It's a structural problem. As long as a human is pressing the button, emotions will interfere. The solution is not to become a better human. It's to remove the human from the execution.
How computer science solves this
Automated execution
The algorithm follows the rules. Every time, without hesitation, without fatigue, without fear. It doesn't care if the last three trades were losers.
No discretionary decisions
Every entry, exit, and stop is defined in code before the market opens. There's nothing left to interpret, nothing to decide in the moment.
Emotions removed from the equation
You don't fight your psychology. You bypass it entirely. The code executes while you can step away from the screen.
Consistent, measurable results
When execution is deterministic, you can actually measure what works and what doesn't. No more "I deviated from the plan." The plan runs itself.
The vision
Combining computer science and finance produces tools and approaches that neither discipline, on its own, could generate.
This is what I build: a systematic trading method, indicators for discretionary futures trading, and training that puts engineering rigor at the service of every trader who wants to think differently about markets.
Not a shortcut to easy money. A different way of looking at the markets: computational, testable, honest.
What I stand for
Transparency
No hidden magic. Every tool is built on clear, explainable logic.
Honesty
No performance promises. Trading is risky and I say it upfront.
Rigor
Every strategy goes through backtesting, statistical validation, and walk-forward analysis before going live.
Independence
I'm not a financial advisor. I build tools and share knowledge. Your decisions are your own.
This philosophy is the foundation of my method and the indicators I build for discretionary futures trading.
Discover the indicators