As a freelance consultant, I can assist you in multiple ways. Some of my most common services are listed below, but feel free to contact me if you need something that’s not described here. I am also flexible regarding billing and payment.

Many new clients express concerns about confidentiality. Rest assured that all information that we exchange will be treated as private. If you have a non-disclosure agreement (NDA), I am happy to review and sign it but most of my clients proceed with verbal assurances of confidentiality. The reality is that if I started sharing one client’s confidential information with anyone else my reputation would be ruined and I would quickly go out of business.

Read comments from some of my clients here.

Strategy Definition & Refinement

One way to take the emotion out of trading is to use a quantified trading system. If you have an idea that you’d like to pursue, I can help you build definitive rules that allow the strategy to be tested to see if it meets your criteria for use in live trading. Similarly, if you already have a set of rules to start from, we can discuss potential ways to improve the system’s performance under different market conditions.

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Back Testing & Optimization

Sample Optimization Report

The best way to evaluate a quantified trading strategy is to subject it to rigorous back testing. Although you will often hear that “past performance is not a guarantee of future returns”, there is undeniable benefit in knowing how your system would have behaved in the past if you’d been executing it faithfully. Equally important, having a thorough understanding of your system’s range of “normal” behavior will allow you to determine whether the current rough patch is par for the course or substantial enough to step away and reconsider the strategy. I discuss the basics of back testing in a presentation that I gave for the Market Technicians Association.

In the context of back testing, optimization refers to the process of testing different values for your strategy rules. For example, let’s assume that you’re creating a mean reversion system that uses the 2-period RSI to determine when a security is oversold. You might want to compare the effects of entering the trade when RSI(2) is less than 1, 5, 10, or 20. AmiBroker makes it easy to test such a range of values. This method can help you determine whether the thesis underlying your strategy is sound, and which rules and threshold values are most effective under different market conditions.

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Daily Signal Scans

Sample Signal Scan

After you’ve developed a system that you consider worthy of trading, you’ll want to find entry and exit signals that meet the quantified criteria of the strategy each day. There are various ways that we can build scans that allow you to do that, and in some cases even generate output files that you can submit directly to your broker for execution.

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AmiBroker Training & Mentoring

AmiBroker AFL Formula Editor

If you’re the kind of person that likes to implement your own solutions, I can teach you how to use AmiBroker’s scripting language (AFL) to create indicators, explorations, back tests, and optimizations. This can be structured as a formal class for a group of people, or we can take a more ad hoc approach for individuals who want to pick and choose their topics. I can also mentor you if you’ve already jumped into AmiBroker and just need help figuring some things out or troubleshooting a problem.

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General Excel Consulting

I have been working with Microsoft Excel since approximately 1993, and am very comfortable using it for a variety of applications. I’ve built budgeting spreadsheets, configuration tools, calibration calculators for scientific instruments, sophisticated project estimation checklists, ROI calculators, stock analyzers, tracking tools, and a large number of more typical spreadsheet applications. If you have a project utilizing Excel with or without macros, there’s a good chance that I can help you.

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TDAmeritrade thinkorswim / thinkScript Coding

Although not as robust and flexible as AmiBroker’s AFL scripting language, the thinkScript language provided on TDAmeritrade’s thinkorswim platform does allow a lot of customization of indicators and scans. If you need assistance in this environment, let’s talk!

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Other Software Development

I’ve spent over 25 years as a software engineer, including 10 years designing, implementing and testing custom software solutions for banks, insurance companies, and other Fortune 500 firms. Typically these customers require applications implemented to their exact specifications, with zero tolerance for errors. I would be happy to put my experience and skills to work for you as well.

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Sunset near Golden, CO. Relax and let me do your technical heavy lifting!