Benjamin Lauener

Roots: engineering. BSc in Computer Science (2014), and about 17 years of software engineering before and since, five of them running my own company. Focus on web technologies and enterprise platforms. That is where the working style behind this project comes from: build systems, test them, measure them, and trust the result more than intuition.

The switch: quantitative finance. Alongside my job, an MSc in Banking & Finance with a specialisation in Capital Markets and Data Science (graduated 2026, overall grade 5.63 on the Swiss 6-point scale). My master's thesis asked whether the quality of a trend can be measured and used as a filter for time-series momentum strategies: an information-discreteness-based trend quality filter, validated with significance tests and bootstrapping, its limitations stated openly.

Today: systematic trading. I build and run a systematic trend-following system on futures based on Robert Carver's framework: multiple trend and carry signals, volatility targeting, disciplined risk management, plus a passive ETF overlay. Development and testing run on my own backtest infrastructure; hypotheses are written down before the test, and failed tests count too. Live trading with my own capital starts in late 2026; until then I document the validation phase on this site.

Why public. Backtests are cheap, and so are claims. What counts is a dated, honest, verifiable process: publish what to expect up front, measure live results against it, explain the deviations. This site is that protocol.