My New Market Cognition Loop

Graybox Trading

Dec 28

One of my goals for 2019 is to create a better synthesis for my discretionary and quantitative trading.

Discretionary loop:

  1. Attention
  2. Cognition
  3. Execution

Systematic loop:

  1. Idea
  2. Program (Specialization)
  3. Test

Graybox Loop (my new loop):

  1. Attention
  2. Cognition
  3. Program
  4. Rehearsal
  5. Execution

About the Author

The author is passionate about markets. He has developed top ranked futures strategies. His core focus is (1) applying machine learning and developing systematic strategies, and (2) solving the toughest problems of discretionary trading by applying quantitative tools, machine learning, and performance discipline. You can contact the author at