Hello. My name is Grzegorz. That's polish and hard to pronounce 😉. You can call me Greg (in english) or Gregorio (en español).

I am passionate about systematic investing, algorithmic trading (the low-frequency type), data-driven investment strategies. Tactical asset allocation.
Quantitative finance (from the buy side perspective) and personal finance.

I've been investing in financial markets since 2005. My first experience with trading stocks has been during 2007 and the subsequent 2008 downturn. Gained most trading experience from 2010-11 thanks to currency, commodity and, finally, stock index futures and CFDs. Man, that was a hell-of-a ride.

I started designing automated trading strategies in 2012 and from 2014 worked on it extensively in a polish investment fund focused on absolute return, Opoka TFI. I've studied physics at the University of Warsaw.

Interests & motivation

I'm interested in how the financial world works.
Price dynamics, market bubbles, sentiment analysis.
Mostly a quantitative investment perspective, personal finance, and the philosophy of risk.

This website is meant as a small repository of interesting ideas on the subject.

A personal collection of research. A library.

I created this website to document my discoveries and interests - and to share the lessons learned. Most of all with my son in the future, if he turns out to be interested in investing. But also with anyone willing to read this along the way. The most important parts of investing are patience, good habits and right decisions - and knowledge of what is right is just the first step. Doing is the hard part.

I strongly believe experience in investing is worth much more than pure theoretical knowledge. Richard Dennis, the founder of the Turtles traders experiment, reportedly said: "You could publish the rules of our trading strategy on the front page of the Wall Street Journal, and most people still wouldn't follow them". That's because there are behavioral obstacles to following simple rules. Experiencing a drawdown while fully invested with your life savings is radically different from seeing that same drawdown in a spreadsheet calculation or strategy backtest. Investing is not only about information, but also discipline, perseverance, trust, beliefs, different time horizons, a correct mindset and most of all: experience.

Other sites

You can find and contact me on linkedin. I have a small presentation on github.