Consulting

Going from idea to complete system
From “I think this should work…” to a concrete, rule-based strategy you can backtest, evaluate, and execute.

Converting ideas into rules

• Define clear entry & exit rules
• Translate concepts into factors and signals
• Design dynamic weighting schemes (e.g. risk-based, regime-based, multi-factor)

Portfolio construction

• Diversification across assets, regions, factors, or styles
• Building dynamic multi-asset portfolios
• Position sizing, rebalancing rules, constraints and risk limits

Backtest sanity checks & robustness

• Detecting and avoiding overfitting
• Sample splits, walk-forward testing, and out-of-sample checks
• Stress-testing and “would I actually have traded this?” reality checks

Practical implementation & workflow

• Choosing and wiring up data sources
• Portfolio123 workflows (rules, ranking systems, simulations)
• Python workflows (research notebooks, pipelines, automation)
• Getting signals into your broker (routing, orders, and practical trade flow)