The Journey to
Systematic Trading
A resource built by a trader, for traders — grounded in academic research and practical implementation.
The Story
My trading journey started in 2007-2008 with stocks. Like many beginners, I tried directional trading, following tips and gut feelings. The results were inconsistent at best.
Over the next decade, I experimented with everything — stocks, penny stocks, directional options, covered calls, and eventually manual futures trading. None of it worked consistently. The problem wasn't the markets; it was emotional decision-making and the lack of a systematic approach.
The turning point came when I shifted to algorithmic trading. Using AI tools like ChatGPT and Claude, I was finally able to convert trading concepts into executable code. I explored multiple platforms — TradingView (PineScript), NinjaTrader (C#), and TradeStation (EasyLanguage) — and through countless hours of research, development, and backtesting, I built 10 futures trading systems for NQ, ES, and Gold.
I also developed a 7-factor momentum portfolio strategy for equities, combining multiple momentum signals into a systematic stock selection process.
But I'm always looking for new systems. The academic finance literature is full of documented anomalies and strategies — many backed by decades of research. The challenge is that these papers are dense, technical, and rarely include practical implementation details.
That's why I built System Trader.
This platform is a resource I created for myself first — a way to document, understand, and eventually implement strategies from academic research. But I realized other traders might find it valuable too. Every strategy here includes the academic foundation, clear mathematics, explicit rules, and practical implementation guides.
Philosophy
Academic Rigor
Every strategy is backed by peer-reviewed research, not marketing hype.
Practical Focus
Theory is useless without implementation. Every strategy includes step-by-step guides.
Honest Assessment
No strategy works all the time. We document risks, drawdowns, and failure modes.
Continuous Learning
New research is published constantly. We monitor and add new strategies regularly.
About Me
I'm Yuriy Matso, a software engineer with 20+ years of experience building startups, web apps, and mobile apps. I've worked on products at Channel Factory and Nomology (media buying and advertising), and more recently I've been focused on AI agents and agentic workflows.
Trading has been a parallel pursuit throughout my career. After years of trial and error, I finally found my edge in systematic, rule-based strategies backed by research.
Other Projects
Important Disclaimer
System Trader is for informational and educational purposes only. The strategies presented do not constitute investment advice. All backtested results are hypothetical and do not reflect actual trading. Past performance is not indicative of future results. Trading involves substantial risk of loss. Consult with qualified financial advisors before making any investment decisions.