About me

Hi, I’m AnonAlgoTrader. Welcome to my blog.

I started this as my personal space to share what I’ve picked up from years working in quant trading. I write under a pseudonym so I can be completely open and honest with you about the strategies, the wins, and the hard lessons, all while respecting the confidentiality of my day job.

My own journey began on the trading floor of a global investment bank, focused on equities. Since then, I’ve built strategies across market-making, statistical arbitrage, and systematic trading. I’ve watched models succeed in live markets and learned some of my most valuable lessons from the ones that didn’t.

Here, I write about the parts of the job I’m most passionate about: designing strategies, rigorous backtesting, navigating execution, and managing risk. This is my way of showing how data, models, and code actually shape trading decisions in practice.

You’ll also find articles here from other quants, traders, and devs who’ve kindly shared their own experiences, either under their own name or anonymously. The whole idea is to get clear, honest takes on how modern markets work, straight from the people who are in the middle of it

Whether you’re already in the industry, just starting out, or just curious about what really makes markets tick, I’m glad you’re here.

— AnonAlgoTrader