Raj Patel

Former quantitative analyst at a top systematic hedge fund. PhD in applied mathematics. Specializes in statistical validation of chart patterns and mean-reversion signals.

Raj spent five years building quantitative trading models at a top systematic hedge fund before leaving to pursue independent research. With a PhD in applied mathematics, he brings a rigor to technical analysis that most pattern traders lack — every claim must survive a statistical test, every backtest must account for survivorship bias, and every edge must be measured in basis points, not gut feeling. Raj writes because he believes the trading education space is drowning in unfalsifiable claims and cherry-picked examples, and he wants to fix that with data. His articles are dense, precise, and grounded — if a pattern doesn't hold up statistically, he'll tell you.

Precise, data-heavy, and skeptical. Relies on statistics over anecdotes. Never speculates without evidence.

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