Francisco Javier Garzon Mendez

I am a systematic (algorithmic) trader with rigorous training in quantitative analysis and risk management. My approach centers on the systematic search for statistical edges through data mining, feature engineering, and robust hypothesis validation.

I do not rely on intuition or anecdotal patterns. Instead, I develop strategies grounded in empirical testing:

- Extraction and cleaning of large-scale market datasets (prices, order flow, volume, macroeconomic indicators).
- Selection of predictive features using regularization techniques, mutual information-based selection, and time-series cross-validation.
- Rigorous backtesting with adjustments for overfitting, transaction costs, and survivorship bias.
- Robustness evaluation across multiple market regimes (high/low volatility, trending/ranging conditions, exogenous shocks).

My goal is not to “win every trade,” but to build systems with positive long-term expectancy while controlling drawdown and minimizing correlation to traditional risk factors. Discipline, reproducibility, and adaptability are the cornerstones of my process.

In a market where efficiency is asymptotic, edge resides not in luck—but in the quality of the process. That is my philosophy.

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