Marcello Bugnoli Email & Phone Number

Since the early 1990s, I have been deeply engaged in the study and application of Meteorology during my service in the Navy. My work on climatic patterns and their recurrence across seasons led me to explore their applicability in financial markets. This exploration sparked my interest in pattern variability, revealing striking similarities to the dynamics of financial markets, from long-term cycles to microscopic fluctuations.I continue to leverage the methods I developed in my early career, particularly in randomizing return streams to assess the robustness and potential overfitting of trading strategies.In 2000, I began collaborating with Banco di Roma to design pattern-based trading models, focusing on their full automation. During this period, Banco di Roma was a client of Lehman Brothers, where Andrew and I cultivated a strong partnership centered on futures and options modeling and trading. At one point, our jointly developed strategies positioned Lehman as the third largest global user of Bobl Options (5-year German Government Bonds). From 2000 to 2002, this collaboration significantly enhanced our expertise in managing short volatility positions.Building on these experiences, I successfully transitioned to institutional fund management in the United States, where I have managed hedge funds and Commodity Trading Advisor (CTA) strategies. My focus has been on delivering consistent, risk-adjusted returns by applying rigorous quantitative analysis and automated trading methodologies.I am also the creator of TickerExplorer, a trading platform designed to streamline the development and execution of trading strategies. My work continues to involve the development of speculative models and financial risk hedging strategies, encompassing both physical commodities and traditional financial assets. This dual focus ensures that my models are robust and adaptable, providing comprehensive risk management across diverse asset classes.Today, I remain dedicated to the continuous implementation of fully automated trading strategies and risk management models, applying mathematical and statistical principles to every phase of development.

Listed skills include Trading, Portfolio Management, Financial Markets, Equities, and 23 others.