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Currently Martin is a PhD in Computer Science applied to Financial Markets, at Loughborough University. He is looking at how AI Machine Learning methods can be applied to stock-market prediction problems and is also interested in realistic Trading Strategies within the scope of Active Portfolio Management. Martin graduated in Computer Science and programs in various languages, such as C#, other .net, java, ruby, C++, php, asp, matlab, awk, and he is currently excited about learning K/Q. Martin also trades; short term - swing trading strategies. Basically, high probability trades with stringent return loss control. Risk is distributed over short term market exposures rather than through portfolio diversification.

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