I am deeply passionate about understanding and interpreting the behaviour of financial market participants. My daily routine involves thoroughly analysing Time and Sales, the Footprint charts, and the Depth of Market to get a precise picture of market sentiment.
I execute trades using Sierra Chart, applying discretionary, systemic, and algorithmic strategies across asset classes, including Futures (ES, NQ, FGBL), NYSE stocks, and Major FX instruments.
- I write C++ (Sierra Chart) and Python (Spyder) algorithms to identify market microstructure patterns, absorptions, and order book imbalances.
- I use these tools to detect cointegration opportunities and apply statistical arbitrage strategies.
- Using Sierra Chart’s C++ development capabilities, I conduct multi-year simulations to validate strategies, covering everything from order entry to position management and exit strategies.
- I use Python libraries such as matplotlib, pandas, and numpy to develop comprehensive time series analyses and visualisations.
- My MySQL data warehouse infrastructure stores large datasets, enabling me to query and analyse financial data using PHP and Python to track stock performance, correlations, earnings, and volumetric data.
These skills and workflows allow me to generate critical insights and test hypotheses efficiently. Those hypotheses are mainly related to identifying market levels or key patterns where the market is likely to react in a certain way.
My deep technical understanding of networking (TCP/IP) latency, slippage, asset pricing theory, and statistical models has been crucial in developing sophisticated strategies.
Over the years, my self-directed passion for the markets has helped me consistently improve through practice, algorithmic exploration, and a focus on exploiting market inefficiencies and liquidity imbalances.
In early 2020, I also did some work on TradingView and MetaTrader. I class this as legacy work. We all have to start from somewhere.
If you have any questions, please send me a message. You can find me on LinkedIn.
Thank you for taking the time to read my background.
Bogdan Ciocoiu