Eugenio Pérez

Eugenio Pérez2020-09-11T17:41:42-04:00
Brian Benson

Eugenio Pérez

Director of Data Science and Quantitative Analysis at TradeStation Technologies, Inc.

Meet Eugenio Pérez! Eugenio is Director of Data Science and Quantitative Analysis at TradeStation Technologies, Inc. Eugenio earned a Magna Cum Laude B.A. in Economics and East Asian Studies from Harvard University in 1989. From then to 1995, he managed large portfolios of US equities for Sumitomo Life, in Tōkyō and New York. He earned the CFA Institute Chartered Financial Analyst® designation and the GARP™ Financial Risk Manager designation in 1998. Eugenio spent time employed at Ernst & Young, Deutsche Bank Securities and Enron. After the collapse of Enron, Eugenio designed and transacted exotic derivatives for the deregulated arm of Florida Power and Light and later built and managed the quantitative team for the trading arm of the regulated utility.

In 2006, Eugenio became a trader and researcher in commodities for AVM, L.P. / III Offshore Advisors, a fixed income brokerage and discretionary hedge fund. He expanded to commodities an evolved artificial intelligence trading system that he had created in the early 2000s for his own money. After good performance managing the firm’s capital, Eugenio launched the III Futures Neural Network L.P. fund for outside clients.

In early 2012, he spun off the business to his own firm: EDAC Trading, LLC. Dunn Capital Management became his client later the same year. In 2015, Eugenio closed his firm to join Dunn full time as Research Associate. He started the Data Science and Quantitative Analysis practice at TradeStation Technologies in September 2017.

Meet Eugenio

What Motivates Me

I would say that I am motivated by “truth and beauty”. “Truth” is straight-forward: I have 30 years of making money from trading, so fooling myself (or having my models fool me) defeats the purpose and would conversely cost me money in losses. This is one of the big point of quantitative approaches: using the power of statistics to make sure that something really works without wasting time on placebos. “Beauty” is a more subtle motivator; it is not the pursuit of beauty for its own sake. Rather I find “beauty” in things that work well, efficiently (without waste), robustly (able to avoid errors on their own), and especially independently (so learning on their own rather than being saddled with the limitations and biases of the maker). To me a race car is beautiful even without expensive woods or leathers, cupholders, or even paint!

What I Like to Trade

I don’t “like” to trade anything (nor do I “hate” trading anything); I simply go to markets where there is an exploitable alpha. As a professional, I have traded equities, bonds, exotic options, and through futures: equity indexes, energy, agriculture, metals, FX, softs, volatility, etc. Now that I no longer trade for a living, I am trying to rebuild my trading systems for the “home” as a retail trader. So I have started with large cap equities and volatilities where there is a lot of liquidity, good data for the AI, calmer markets that don’t need constant attention, and where diversification is easy without access to institutional-size capital.

Outside of Trading

Outside of trading I like to fight. I did jūdō for 13 years and kendō for the last 15 years. I enjoy the brutally honest competition, the ability to polish body, mind, and spirit through the years of practice, and the discipline of learning to fight without anger or fear. Apart from that I tend to make things. My wife likes to dress up her Barbies and Kens, so she asks for rooms, furniture, and even armor. I do make things for myself, but they tend to be for a specific function.

My Channel

You Quant It You Got It

AI signals, Portfolios, Volatilities

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