Hi there,

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I am Christian Gross, the driving force behind the financial website Happy as a Hippo. You might know me from my blog http://www.devspace.com/~christianhgross. Take a look there for my latest financial thoughts. If you are looking for help in implementing a strategy or financial system more details can be found at my about page.

You want to hire me to help you with your trading because the market is becoming increasingly automated. By automated I don't mean start and go away. By automated I mean you have the tools that you need to adjust your trading strategy to current market conditions. Let's say you want to track a break out due to news. With most trading systems you would manually set upper and lower bracket orders, and they would probably both be triggered. With an automated trading system or algorithmic trading the orders would adjust to market conditions and trigger when the algorithm thinks conditions are right.

The Services That I Offer

I offer the implementation of automated trading systems using Excel and C#. All of my trading systems that I write use Excel as your primary user interface. This makes it possible for traders and investors to exploit the ease and power of Excel, but have the reliability and stability of managed programming environment.

Following are my specific skills: (Resume is available upon request)

  • API: Interactive Brokers, OpenTick, Yahoo
  • Order Management: Management of orders, stop losses, profit maximization including the problems of partial fills and slippage.
  • Strategy Implementation: Based on my own developed API I can help you implement strategies that use raw ticks, OHLC ticks, and market depth. I have experience in implementing strategies that need to react within 250 ms (note I cannot go faster due to latency issues).
  • Pricing Models: Using statistics, probability, and historical models I can help you price and optimize your models. This includes creating Monte Carlo models that have the ability to optimize using technologies like Genetic Programming. NOTE: I have other optimization models, but will only discuss those upon contact.
  • Strategy Definition and Implementation: This is a service that I offer to clients upon request. BUT I forewarn this service is not cheap nor fast.

I have implemented the following type of systems: (Please do not ask for copies of these systems since they belong to my clients).

  • Hedging
  • Pair Trading
  • Chasers (250 ms)
  • Dynamic Bracketing
  • Valuation
  • Parametric Order Managers
  • Historical Data Miners (300+ GB databases)
  • Market Depth Miners

Following are example images from Excel spreadsheets that I have built for my own purposes:

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Last modified: 2008/06/10 11:12