My favorite tool that I’ve learned since being in EST is Amibroker. I also like brute force optimization because it reminds me of what I did for the index strategies. I basically built the environment in Excel and VBA, which did a rolling forward brute force optimization like you have those windows every week. That’s a weakness of Amibroker for the brute, for the walking forward. It also takes the peak performance, and my optimization process took the most stable area, so there’s a difference.

author avatar
Achim Klindworth
The seed for Achim‘s interest in the financial markets was planted during his academic studies at the University of St Andrews and the Imperial College Business School. With a degree in financial economics and quantitative methods in asset management he brings a thorough knowledge to the table. After leaving the banking sector in 2015 he started trading systematically his own portfolio. Since 2017 he has been a full time trader. Achim’s expertise is relative momentum strategies and a proper risk management. He trades mainly global stock markets from Australia, to Canada, the US and Germany.