Strategic Trading in Financial Markets
Trend, Location, Signal, Filter: a four-pillar framework for building strategies, with every software tool in it designed and built by me.
Research
Papers on how markets behave and how to trade them, and a shorter shelf of work far outside finance.
Markets
Volume Analysis & Regime Forecasting
Across 336 regime cells, high volume predicts mean reversion in the price z-score (Cohen’s d = −0.59, p < 10⁻²³). Volume forecasts volatility, not direction.
Omega Trading System: Portfolio Outlook
Ten futures strategies across indices, commodities, currencies and bonds, written in EasyLanguage and tested 2018–2024 with Monte Carlo, cycle correlations and seasonal P&L.
Investment Strategies: Adaptive Asset Allocation
Position-sizing rules combined with risk-based allocation, scored by a new composite metric: the Omega Portfolio Rating. With F. Melocchi and G. De Pieri.
Beyond markets
Sociology, neuroendocrinology and the psychology of attraction: the same method, pointed somewhere else.
TUNE: Why Engineered Societies Cannot Eliminate Deviance
In a simulated digital society, suppressing deviance to zero doesn’t reduce harm: it kills participation and doubles churn. Containment beats eradication.
Reverse-Engineering Cupid’s Arrow
A one-dose love potion is biologically incoherent, but a correctly timed oxytocin–dopamine amplifier can raise the modelled odds of a pair bond.
Beauty in Context
One mechanistic framework for the cheerleader, star and costume effects on perceived attractiveness, with falsifiable predictions.
Co-authored at Miura Financial Research
- Exploring the Dark IndexThe SqueezeMetrics DIX and S&P 500 behaviour. With Francesco De Simone.
- Seasonality vs. Random GuessingA seasonal retail strategy tested against pure chance on indices, commodities and FX. With Francesco De Simone.
- Technical Analysis: a tutorialIts theoretical foundations and practical use, 52 pages. With Francesco De Simone.
- Barrier, Binary and Asian Option PricingPricing notes by the quantitative research team, with a worked example on real data.
- Financial writingArticles on market analysis, quantitative finance and trading method for Investire.biz and other publications.
Let’s talk.
Hiring for a quant role, commissioning a system, or looking for a partner on something new: write to me.
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