About

I'm Ross Mallace. I've spent my whole career in banking and financial services technology, and it has been a mixed one. On the trading side, I've been a quant, a portfolio manager and a trading desk developer. On the business side, I've built startups and led product development, but most of my time has been on the growth side, leading business strategy and execution, where I scaled the core banking SaaS division at Temenos to more than $200 million in annual revenue.

So I've run money and built trading systems, I've built, developed and sold products, and I've worked inside regulated, mission-critical systems that banks depend on. That mix is why this notebook exists. I've seen a strategy from the researcher's side, from the side of the person responsible for the money, and from the side of the developer who has to make it run every day without surprises. And building, selling and running software that banks trust with their books taught me what "reliable" has to mean.

Since leaving the corporate world, I've returned to one of my passions: systematic algorithmic trading. I design, build and run my own trading platform end to end: research, simulation, execution and risk, across equities, futures and volatility.

This is my working notebook, not a research lab. Everything here comes from running a live, multi-strategy systematic portfolio, where an idea only counts once it survives the data, the code and the execution.

How I work

I don't data mine. Every strategy starts from an idea that makes business sense, with an edge I can explain in plain words or see on a chart, and I use the data to test it, never to find it. I'm not a scientist, but I try to be as rigorous as one: state the idea first, run a test that could fail, and get a result that reproduces.

What I write about, and what I don't

I write about method, infrastructure and failures: how I test strategies, how I defend parameters, how I keep a trading platform's data and books honest, and which ideas didn't work.

I write about how strategies and engines perform in research, always with the method and its limits. I don't publish live signals, the parameters I trade, or my live trading performance.

How I use AI

I built much of my platform with an AI assistant as my engineering partner, and I write these notes with one too. The work, the decisions and the judgement are mine.

Why the name

Determinisk combines determin-, as in deterministic, with -isk, as in risk: a deterministic process in pursuit of risk-adjusted returns. The same data and the same code must always give the same answer, and the risk the portfolio takes is set by rules chosen in advance. I explain why that matters in Why your backtest and live trading disagree, and why they shouldn't

Get in touch

hello@determinisk.com

— RM

Not investment advice