Blackarbs is a business dedicated to using fundamental, quantitative, and technical analysis tools to identify and exploit risk-reward asymmetries in the market. It is headed by me, Brian Christopher, CFA. I began as a failed discretionary trader in 2009. I turned to Python coding, quantitative research, and full automation to overcome my handicap. As an independent investor and researcher with my money at risk, my perspectives, and reports are aligned with real investors; being that my goal is consistent profit maximization with below market volatility. My passion for this game, the global financial markets, is absolute. There is no plan B, it's sink or swim and I wouldn't have it any other way.
The Big Mission
Create a fully automated multi-strategy portfolio to invest in by Q1 2020. The insample strategy portfolio performance targets are: a sharpe ratio greater than 1.5, max drawdown less than 15% and no more than 1 losing year every 10 years.
How Will Blackarbs Accomplish This?
Each month over the next 12 months Blackarbs will create a fully systematic trading strategy. The strategies will focus on equities, futures, and forex. The strategies will be designed to function out of the box using the Quantconnect platform. Other platforms may be considered by request. During this process the best combination of strategies will be selected to add to the multi-strategy portfolio. [Click Here to Learn More].
