What am I working on right now?

After two years, I have left Charles Bridge Global Macro Fund in April of this year. I moved to a brokerage and asset management company Colosseum, a.s. I’d like to use this post to thank my friends at Charles Bridge. It was a wonderful time working with a small group of very smart people.

Charles Bridge resembled a startup where I could speak directly to anybody about anything. Colosseum is a bigger company with a working environment closer to the institutional norms found in larger funds or investment banks. Charles Bridge fund was oriented on macroeconomics, equities and volatility arbitrage. I was the only “commodity guy” there and my ideas for further research often fell on deaf ears. Colosseum, on the other hand, was historically focused on commodities and futures in general, which perfectly overlaps with my area of interest.

However, my main motivation for the change was the promise by Stepan Pirko (CEO of Colosseum) that I will have free hands to work on my long-term project of developing an artificial intelligence framework for algorithmic options trading. It has been my goal since I left the school. As part of this new project, I’ve decided to write a series of articles about my approach to quantitative trading. I’ll describe my beginnings many years ago and go through my evolution up to the deep learning methods I use nowadays.

Btw we are preparing some new features in our app to be launched during summer. We’ve made some minor improvements last week, such as new color themes (I like the golden one).