Ali Casey
Ontario
Covers:
Systematic trading, algorithmic trading, backtesting, strategy robustness, portfolio construction, risk management, quantitative finance
Doesn't Cover:
Discretionary trading calls, market predictions, crypto signals, stock tips, personal finance advice.
Ali Casey - systematic trading research. I publish the tests, including the failures.
Ali Casey’s Biography
Ali Casey is the founder of StatOasis, where he researches systematic trading strategies and publishes the tests behind them - including the ones that failed. He writes the Overfit newsletter and runs the Algo Trading Masterclass.
His work is about the gap between a strategy that looks good and a strategy that holds up. He is also the creator of AlgoChef, a cloud tool for testing whether a trading strategy's edge is robust.
Ali holds a BSc in Computer Science & Control Systems from the University of Technology - Iraq (1985-1990). He has traded since 1998 and systematically since 2014.