Welcome to Trading Strategies

Personal Journal of Quantitative Trading

This is Trading Strategies publication, a journal about systematic trading strategies by an engineer turned trader.

Hi, I’m Carlos Mata. I am an engineer with a busy schedule, but with a passion for markets and trading. This publication is a journal of the progress of my trading strategy development and implementation. Each post offers insights into strategy development thought process, and shares ideas that you may find useful for your own trading journey.

I’m also sharing the portfolio performance and positions, to build a public track record. Who knows… It may be useful in the future!. At least it’ll help to stay on track through the ups & downs.

This is the performance since the last strategy update. Let’s take this as a starting point and see where it gets to in 3,5, 10 years and beyond!.