CONSULTING

Our combination of creativity and experience allows us to see things many others cannot.
Leverage our capabilities to assist with your needs.

Contact Us

We may be able to solve a problem you have or provide a fresh set of eyes on your portfolio.
We would be pleased to discuss project-based consulting options with you.

TECHNOLOGY

1991 Focus Report: As assistant controller for Canada's largest Introducing Brokerage firm, developed program to export General Ledger from accounting software into a Lotus123 spreadsheet. Using macros and vlookups turned several day monthly reporting assignment into a 30-second task.
1995 CTA Allocation: Worked with large CTA customer to receive CSV file of complicated trade allocation and inject into Oracle SQL database over WAN (Token Ring) to Paris office.
1996 Give-Up Accounting: Developed and sold reporting and billing system for execution-only brokerage services. A pre-cursor to the GUS and OTIS solutions eventually provided by the Exchanges and used by several banks and FCMs.
1997 Trading System Backtesting: Applied linear-regression and Adaptive Simulated Annealing techniques for strategy testing and development. Kids these days would call this "Machine Learning".
1998 Event-driven Web Scrape: Developed method to parse web-based flat files and automatically feed into pre-formatted decision matrix during event-driven price shocks.
2001 NYSE Structural Edge: Developed and implemented automated equities daytrading strategies to exploit structural edge we discovered in the NYSE specialist system. Will explain in person.
2006 ED Market Maker: After observing workflow of senior trader arbitraging automated market-making strategies in Eurodollars against floor trading for a couple of weeks, designed and implemented a method to improve this process. Trader went from trading on average 120,000 contracts per day to nearly 300,000.
2008 Fully-Automated Trend Trading: Developed and implemented fully-automated Trend Trading programs via CQG API.
2014 Real Time Trend Trading Experiment: An academic project to publish CTA Trend Beta every minute of every trading day.

...more technology projects and highlights here.

INDEPENDENT PORTFOLIO REVIEW

When it comes to something as important as your health, you may wish ask another doctor for a second opinion. Why not treat your wealth with the same level of importance? Gain from the independent perspective of a multi-disciplined trader with 30 years of experience as he examines your investment portfolio with you, highlighting potential risk factors and prepares actionable orders designed to preserve your capital during challenging periods, and augment gains during bountiful times.

Since the Central Bank Experiment of the past decade began, the difference between "investing" and "speculation" has become blurred. There are no text books or guides for what comes next as unintended consequences continue to unfurl, but there are ways of looking at markets which perform in up, down and sideways environments. Download a free copy of our book for insight into how we think about markets.

Here are a few of the earliest books we have read over the years which have helped to mold our investment mindset:

The Richest Man
in Babylon
George S. Clason

My Uncle gave this book for me to read when I was just starting out in 1991. These simple rules will help anyone to begin to grow and protect wealth.

Reminscences of a
Stock Operator
Edwin LeFevre

The very first book the old-timers had me read when I started on the CBOT trading floor in 1991. After having then learned, tested and traded in the style of a trend follower through the '98 crisis, I re-read this. There is no other way to say it: he tells you exactly how to think about trading in this timeless book.

Fail-Safe
Investing
Harry Browne

Is it so tough to accept that great investment wisdom can come in such a small book? Harry Browne's simple formula recommends investing in: stocks, bonds, gold and cash.