Founder & Quantitative Developer

With an academic background in economics and financial engineering, in addition to having extensive programming experience, Martin Mayer-Krebs works as the lead quantitative developer at Quantitative Methods Research.

Before working as an algorithmic developer at both a Quantitative Hedge Fund and as an independent contractor, he worked as a mathematical modeler at Macroconsulting, a boutique consulting firm catering its services to the WB, UN, and the IDB, among others.

Recent Articles

What follows is a selection of the most recent articles published. The topics range from the most general questions that are regularly asked to practitioners, to programming articles covering specific tasks.

When people first face the stock market, they only see two buttons on the screen: a green one that read “BUY” and a red one with the label “SELL.” Thus, they conclude that they are dealing with a zero-sum game and that for someone to win, […]
The majority of the traders that I interact with have a firm grasp of the basics of statistics applied to training. They tend to know their trades’ average return and the distribution’s standard volatility. Having said that, some do not analyze the higher moments of their […]
Every once in a while, we come up with a trading strategy whose backtest seems too good to be true. In most cases, we randomly found a set of indicators that generated a set of profitable signals in the past but had no predictive power. In […]