Prior to starting Pallino in 2020, Tim spent 14 years in Chicago trading firms in strategy innovation, alpha and risk research, and creative problem solving for gray box and black box automated trading. He has collaborated with liquidity makers and takers and has assisted firms with market-specific challenges countless times. For most of Tim’s career, he has been studying and implementing trades and predictors in global futures markets. He also has conducted research for equity baskets and volatility prediction in cryptocurrency. Tim double majored in Mathematics and Religion at Oberlin College and he completed the MSc in Financial Mathematics at University of Chicago.

Languages and Software: Expert in Trading Technologies .NET SDK and Algo Design Lab (ADL), Python, Matlab, Dash, NinjaTrader 8 (C#)

When he is not helping clients achieve their financial dreams, Tim is spending time with his amazing family, planning a ski trip, or training for future athletics competitions.

Simple idea that had the greatest impact: In a basket trade, pricing every tradeable asset in every other tradeable asset’s price.

Weird innovation that tripled the Sharpe of a strategy: Using highly tailored OHLC bars instead of innovating on predictive signals. In other words, defining a unique standard for the passage of time.

Hardest learned lesson: Risk management trumps alpha generation every minute of every day of every year.

Most unintuitive lesson from markets: Reasoning from first principles is an effective way to remove personal bias, leading to unexpected results that are measurably better.