RETAIL TRADERS COPY STRATEGIES REQUIRING ENGINEER TEAMS + HFT INFRASTRUCTURE THEY'LL NEVER HAVE.
Former quant analyst running ML/econ for macro at a bank. MSc ML. BSc Finance. Ex-PE. Ex-IB.
Industry uses HFT/ML because they HAVE to—not because it's better.
Post-2008 regulations killed institutional execution. Asset managers shifted from growth to preservation.
Factors work. 60+ years of academic proof. Institutions know this but can't execute without triggering SEC scrutiny or moving markets.
Your edge: You're not managing billions. You can take macro swing trades on
higher timeframes they can't touch.
What I teach: Systematic swing trading. Momentum/value factors. Python backtesting. Zero ML complexity. Just proven frameworks big money abandoned after 2008.
3.5+ years live. Sharpe >2 (S&P ~0.8). 66% lower volatility. Academically grounded. Deployed capital.
📚 Complete methodology + TEMA templates💻 24/7 code review + private Discord📊
Not signals. System design.