AUTHOR & QUANTITATIVE ANALYST
Hrushikesh Jetti
Trader, security researcher, and software engineer focused on market microstructure, algorithmic models, and asymmetric probability systems.
Trading Philosophy
Financial markets are not random walks, nor are they crystal balls. At their core, markets are dynamic auction mechanisms facilitating liquidity transfer between impatient participants and patient, well-capitalized institutions.
My trading framework is built on three unbreakable pillars:
01. Risk First
Survival is the only prerequisite to compounding. Position size must strictly guarantee that no single drawdown impairs long-term equity.
02. Order Flow
Tracking institutional accumulation, liquidity pools, and Fair Value Gaps rather than relying on lagging retail indicators.
03. Macro Net Flow
Aligning tactical positioning with global fiat liquidity, Fed balance sheet shifts, and sovereign credit curves.
The Execution Manifesto
- 1 Capital preservation precedes profit generation: Never enter a position without an objective technical invalidation price clearly defined and sized to less than 1% of total equity.
- 2 Demand positive mathematical asymmetry: Skip marginal setups. Target minimum 1:2.5 risk-to-reward ratios to ensure long-term positive expectancy even with sub-50% win rates.
- 3 Relentless auditability: Maintain a quantitative trade log documenting entry reasons, liquidity context, execution slippage, and emotional state.
Connect & Collaborate
Whether you want to discuss quantitative trading strategies, algorithmic architecture, smart contract security audits, or market research, feel free to connect: