What this blog is all about ?
This blog covers financial research using quantitative methods and technical analysis. It does focus on stocks and ETFs traded in the United States as well as the German DAX / Bund. I’ve chosen the name: engineering returns, because it entails what this is about for me. According to Wikipedia
Engineering is the discipline of applying technical, scientific, and mathematical knowledge to design and implement structures, systems, and processes that safely realize a desired objective or invention.
My personal opinion and experience is very well reflected in this statement: systems development and trading is a process and NOT a one-time event.
Why this blog?
With this blog i want to share my research findings with the broader quant community in the hope of receiving valuable feedback from peers. During my startup phase I’ve spent a lot of time reading through various blogs. Many of these blogs are highly valuable and worthwhile reading. These blogs directed me to where I’m now, helped me to advance my skills and inspired me with new ideas. The best way of excel in a certain area is to first learn, then apply and eventually teach it. Through active posting and interacting with other people interested in this topic I want to broaden my social network within the blogosphere. I reached my goal with this blog if it helps you to improve your systems, you getting inspired with new ideas or you just enjoy reading it.
What this isn’t?
You won’t find any investment advice on what to trade next. However, I do share parts of my portfolio trades (read more about Portfolio Trader). Furthermore I don’t intend to share any details about my life.
.Who is behind?
I’m an enthusiastic quantitative researcher and system developer.
Let me know what you think. You can contact me here (link).