Alex Muci




AM a
Alex Muci
Created May 6, 2020


I develop systematic trading strategies in equity, futures and option markets relying on tools such as Python (Pandas, Pandas, Scikit-learn), SQL, MS Office. Previously I was a structurer in two investment banks where I created and marketed trading strategies for institutional investors (new products development), and set-up UCITS funds and other retail products. PhD in Finance from Imperial College, London.


Alex left a comment on Adaptive Volatility (aka position sizing)

"2019 YtD (Jan to Aug included) Sharpe of 4.1 !"

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3 years ago

Alex started the discussion

Micro emini

3 years ago

Alex left a comment on Futures Bracket Orders with Multiple Symbols

"Thank you Brian! very clear code. While skimming through I noticed, however, that your "_calc_orde..."

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3 years ago

Alex left a comment on Delta-hedged straddle

"Hi Josh, look at my Python code.self._assignedOption is true in case one of the two options gets ass..."

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4 years ago

Alex left a comment on Delta-hedged straddle

"You're welcome ;-)"

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4 years ago

Alex's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 09-03-2018


User has made 100+ Backtests

Unlocked: 02-02-2018

Live Trading

Deploy Live Trading Algorithm

Unlocked: 02-05-2018


Clone 100+ Algorithms from the Community

Unlocked: 03-13-2018

C# Programming

Prefer C# Programming Language

Unlocked: 11-09-2020

F# Programming

Prefer F# Programming Language

Unlocked: 11-09-2020

Python Programming

Prefer Python Programming Language

Unlocked: 03-11-2018


Receive 10+ Upvotes From Different Users

Unlocked: 02-28-2018

Boot Camp Private

Finish Easy Tutorial

Unlocked: 01-15-2020