I started this blog in 2011 to focus applying quantative models into a pragmatic trading approach that can be used by indivual investors. The ultimate goal is to generate consistent and stable returns of 10%-15% per year with a maximum drawdown of 10%. To achieve this I aim to design, build, test, implement and run a portfolio of 100% mechanical strategies applied to stocks and ETFs. As I am occupied in a day-job, my aim is to work with EOD trading strategies.
Since 2013 I took a long break from blogging as my day-job asked too much time, however I have continued to work on a portfolio of strategies and on my trading setup. As of November 2016 I moved the blog to the its new location www.quantingdutchman.com and I plan to regularly update this blog again.
If you want to reach out to me, feel free to use the contact form. Happy trading!
Michael