Fully transparent systematic Algorithm testing (for a limited period)
Methodology
A clear, structured explanation of the methodology behind the algorithms, grounded in two years of historical backtest results—covering research rationale, design choices, risk framework, and validation approach.
Signals
​The site’s primary purpose is to document and transparently track the algorithm’s position changes, rather than publish individual analyses. Open positions will also be displayed and will serve as a clear signal to users.
Research Notes
A concise summary of my experience developing systematic algorithms, including key considerations and underlying rationale. It also highlights integrity risks (misrepresentation and imitation) and the evaluation and scaling work used to distinguish robust approaches from weak ones.
About me
My name is Noldo. I am an engineer. I approach my work with an engineering mindset and am an independent quantitative researcher focused on systematic, algorithmic research in U.S. equities and ETFs. I have been working in this area since 2017. From April 2020 to January 2025, I paused active research and development due to professional commitments. I resumed work in January 2025 and have continued from where I left off.
I will primarily publish my work and materials related to algorithmic trading on this website. I limit the amount of personal identifying information I share online as a matter of personal preference. This website, my TradingView profile page, and my X (Twitter) account are my only official online channels. Any other pages or accounts are not affiliated with me.
Risk and Disclosures
The content on this website is provided for general informational purposes only and does not constitute investment advice. Nothing on this website is intended as, or should be construed as, a recommendation, solicitation, or offer to buy or sell any security or financial instrument.
Trading and investing involve substantial risk, including the potential loss of capital. Past performance and research results are not indicative of future results.
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Any examples, signals, entries/exits, or other outputs are provided for informational and documentation purposes and may be modified, delayed, incomplete, or discontinued. Outcomes are materially affected by real-world factors, including transaction costs, fees, spreads, slippage, liquidity, execution latency, and other market frictions. Short selling may be subject to additional risks and constraints, including borrow availability and costs, recalls, forced buy-ins, and broker or regulatory restrictions.
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All content is provided “as is” without warranties of any kind. To the maximum extent permitted by law, the site owner disclaims liability for any loss or damages arising from the use of, reliance on, or inability to use this website or its content.
