Evren Caglar

Evren

Quantitative Analyst | Algorithmic Trading Systems Developer

I build systematic trading strategies and trade discretionary when market conditions call for it—combining macro context, quantitative research, and disciplined risk management.
Over the past years, I’ve worked as a solo trader, proprietary trader, and quant/algo trader, focusing on FX and CFD markets. I design, backtest, and evaluate trading models for real-time decision-making, with strong attention to signal robustness, regime sensitivity, execution realism, and risk-adjusted performance.

Core Competencies:

* Research & Model Development: Hypothesis-driven strategy design, feature engineering, and signal validation.

* Robust Testing: Out-of-sample evaluation, scenario analysis, stress testing (Monte Carlo), and strict overfitting controls.

* Market Analysis: Translating economic data into actionable regime views.

Founder | The Next Tick Algo Systems
Focused on creating institutional-grade tools for retail traders. My goal is to bridge the gap between professional quant strategies and accessible automated trading.

I am open to collaboration on serious quantitative research and fintech projects.