About ME

Hi there, I’m Adrian, a freelance data scientist, data engineer, and algorithmic trader based in Southern Germany. I will be writing on Finblobs about systematic trading and the insights and ideas that come from analyzing more than 25 years of market data.

My journey into the world of data began with a fascination for making good decisions considering scarcity through the application of operations research techniques. However, as I dove deeper, I discovered that the real world is full of uncertainty, which led me to explore the field of machine learning. When I started my first job in the industry, I quickly realized the importance of data engineering. Simply having raw and unstructured data isn’t enough – combining, aggregating, and processing the data at scale is essential for applying machine learning and good decision-making in practice.

My journey into algorithmic trading began with trying to predict stock prices using machine learning, which didn’t work as well as I had hoped. Soon I shifted my focus to known systematic equity strategies, particularly trend following and momentum strategies, which was a breakthrough for me. I developed my own trend-following strategy focused on US-listed equities and implemented my own backtesting engine, which gave me confidence to trade systematically.

Recently, I’ve been studying mean reversion and pattern recognition to become a more well-rounded algorithmic trader. Follow my journey and discover the insights and ideas I uncover from my analysis of market data.