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Adrian Rosebrock

Adrian Rosebrock

Hi, I’m Adrian — a computer science PhD who decided that successfully selling an AI company wasn’t enough of a midlife crisis. So naturally, I’m now a quant trader attempting to turn Python code and probability theory into market-beating returns.

(My therapist calls it “an exercise in productive self-sabotage”)

Watch me turn $25K and Python code into either a hedge fund origin story...or a masterclass in optimizing dumpster fires.

Instead of following conventional wisdom and buying index funds, I’m attempting to beat the market with algorithms and $25,000 of my own money. Every trade, balance sheet, and questionable decision — documented in real-time with complete transparency.

"Truly, this is a train wreck of an idea. Have you considered taking up gardening instead?" — Warren Buffett (probably)
"I showed your trading strategy to my church prayer group. They've added you to the list." — My mom

Trading Performance (Year to Date)

PythonFinTech Fund vs. S&P 500

PythonFinTechS&P 500
Total Return (YTD)3.63%-7.95%
CAGR8.43%-17%
Max Drawdown-4.31%-18.76%
Volatility (Ann.)10.57%30.32%
Sharpe Ratio1.17-0.75
Sortino Ratio1.89-1.1
Calmar Ratio1.95-0.91
Ulcer Index2.07%7.61%
R² (vs Benchmark)0.15nan

Trade Metrics

# Trades21
Win %52.38%
Avg. Gain (%)5.41%
Avg. Loss (%)-3.34%
Avg. Gain ($)$210.57
Avg. Loss ($)$-125.17
Win Loss Ratio1.62
Expectancy Per Trade ($)$56.66
Profit Factor2.06

As of April 23, 2025, the S&P 500 is down 7.95%, while my fund is up 3.63%, resulting in an outperformance of 11.58%.

With an R² value of 0.15, this implies returns are largely uncorrelated with the benchmark, meaning the strategy’s performance is primarily driven by factors independent of the overall market.

*All metrics reported are as of April 23, 2025.

"Most of my clients want to retire early. This one wants to turn Python scripts into a hedge fund. I need a drink." — My financial advisor

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