Matthew Jimenez

The single metric that most directly dictates the probability of a trading strategy’s long-term success is expectancy, defined as the

The evolution of algorithmic trading since the 1980s is the story of how a niche institutional craft became the default

In the last 6 months, I’ve taken a total of 3,048 trades, all of which took zero effort from me.

I’ve been documenting the power of algorithmic trading and tracking all of its performance in a series for you guys,

https://www.youtube.com/watch?v=He-0BJ2v2lo What Is Algo Trading? Beginner’s Guide 2026 Algo trading, short for algorithmic trading, is the use of computer programs

I took $10,000 six weeks ago and put it into an algorithmic trading software. In this video, I want to

Matt Jimenez: Welcome to the channel. Today, I have Jeff Sekinger joining us yet for another episode, and today we’re

Matt: What has your experience with Nurp been like? Greg: First of all, I’ll just preface this by saying—I was

The majority of all markets are down. In fact, in the month of February, there were basically no markets that

Professional headshot of an Asian man in a black suit, white shirt, and light blue tie against a white background.

AI Quantitative
Researcher

Bingham Zhou

Bingham Zhou, CFA, has over 15 years of experience as a quantitative researcher. His expertise spans systematic equity strategies, CTA trend-following, and interest rate proprietary trading in both U.S. and Asian markets. He holds advanced degrees from MIT, Carnegie Mellon, and Yale.

Portrait of a man with shoulder-length light brown hair and stubble, wearing a white shirt and black blazer against a gray background.
Quant–Investment Strategist
Greg doscher

Greg Doscher was a CFO for many years who built out many quantitative strategies and investment tools to manage and enhance risk adjusted returns in the company’s pension plan. Prior to joining Nurp, he consolidated his skills in coding and discretionary trading to develop a comprehensive and fully automated algorithmic trading system deployed across 200+ futures markets and cryptocurrencies that encompassed all of the trading strategies he had honed over the last 22 years in finance

Quant–Investment Strategist
Marcin Borratynski

Marcin was Head of Quant IT at the USD 4bn+ CERN Pension Fund, where he spent nearly a decade building quantitative asset allocation systems and implementing algorithmic investment strategies for a multi-asset institutional portfolio.Before joining Nurp Marcin was also Senior Quant Strategist at Evooq, a Swiss-based fund managing four strategies across equities, gold, and equity derivatives.Marcin holds a degree in Computer Science an MBA from the University of Geneva and the Certificate in Quantitative Finance (CQF).

Product Manager

Abhayjit Anand

Abhay has worked with Nurp since 2022. As a Product Strategist, he focuses on building, refining, and commercializing algorithmic trading strategies. He brings seven years of experience in financial trading – combining macro research, technical analysis, quantitative strategy development, and market psychology. Alongside his work at Nurp, Abhay also serves as an Investment Analyst at Orca Capital. Before entering financial markets professionally, he spent eight years at IBM, including three years in the AI & data division as a Delivery Lead managing complex implementation projects.