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Algorithmic Trading Strategies

by Marco Mayer




AlgoStrats is focused on Systematic Trading products and services by Marco Mayer,
providing you the Edge you need to succeed in today's Forex and Futures markets.

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AlgoStrats:FX

Follow Marco trading a real money account using a portfolio of actively managed Systems in the Forex markets.


Our Services

Learn about all AlgoStrats services and products like Ambush Signals and Marco's consulting services.


SYSTEMATIC TRADING

What is Systematic Trading?

While a discretionary trader looks at market prices, news and charts to come up with a subjective trading decision, a systematic trader will follow his trading rules which consists of clear, 100% objective rules as to when exactly enter and exit a market. These trading rules could for example be based on statistical observations or specific price patterns that have been validated before.

Here's an example of what a monthly trading pattern system for the S&P 500 could look like:

  • Buy at the open of the next trading day if today's close is higher than 252 trading days ago and if today is the 10th trading day of the month.
  • Exit the trade at the open of the next trading day if today is the 12th trading day of the month.

Such rules are unambiguous and leave no room for interpretation. As such they can be validated based on historical data to see if they are likely to provide a statistical significant edge in the markets or not.





Why Systematic Trading?

We're human

Humans are bad in making trading decisions. Our brains simply aren't up to the task as they're subject to cognitive biases that often result in irrational and emotional behavior. A systematic trader not only avoid these biases, but actively exploits them.

Confidence

You can test and validate a trading idea instead of blindly believing in it, whether it's entry-signals, trade-management or position sizing and equity trading models. This helps you to trade with confidence, especially during drawdowns.

Balance

Making trading decisions on a trade by trade basis is extremely exhausting. Trading systematically, you just follow your rules and execute the trades. This way you stay out of the decision process, can detach yourself from the markets and be in the zone.

Freedom

When you got interested in trading, was it really your vision to sit in front of a trading screen all day long? Trading systematically you simply place your orders at specific times and walk away.

Life happens

You will have days when you are not on top of your game. Not having a systematic approach, this is when you'll be at a very high risk of making irrational trading decisions that often are very costly.

Diversification

While most discretionary traders are attached to a specific style of trading, freed from cognitive biases, a systematic trader can trade all kinds of markets and systems at the same time.

MARCO MAYER

Systematic Trader, Head Of AlgoStrats

Marco is a full time systematic trader and the head behind AlgoStrats.

  • 10+ years of trading experience in the markets
  • 10+ years of trading system development and market research experience
  • 15+ years of experience in software development, data management and data science in the financial industry
  • Member of TradingEducators.com since 2008
  • Having extensive experience as both a Trader and a Quant is a rare set of skills and a big advantage in today's markets. Thanks to this unique skill set, Marco has full control over all parts of his Systematic Trading and each of the AlgoStrats products and services. This way there is literally no friction between the different parts of trading systems research and development and the actual trading in the markets.
    Want to know more about Marco? Check out his Bio.

    ALGOSTRATS SERVICES

    Here's an overview of our products and services. AlgoStrats is focused on Systematic Trading in a wide range of liquid Forex and Futures markets around the globe. If you have a specific request for a service or product not listed, don't hesistate to contact us.

    AlgoStrats:FX

    Follow Marco trading a real money account using a portfolio of actively managed Systems in the Forex markets.

    Learn More

    AlgoStrats Consulting

    Want to learn about trading the Forex or Futures markets? Want to learn about Systematic Trading? Stuck in your trading looking for new, unconventional ideas? Check out Marco's educational and consulting services.

    Learn More

    Ambush Signals

    Ambush is a mean-reversion daytrading System focused on a variety of Futures markets. With Ambush Signals you can subscribe to and easily follow the Ambush System.

    Learn More

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