Acknowledgments

I’m deeply grateful to two individuals whose insights shaped this book.

Simon Wong, whom I met in 2007 in Hong Kong, has nearly two decades of trading experience. Though we last met at his wedding over a decade ago, we’ve stayed in touch. His generous feedback and thoughtful foreword offered a seasoned perspective that elevated this work.

Phong Vu, a friend and colleague twenty years my senior, shares his wisdom during our daily post-lunch walks. From markets to life, our conversations have been a quiet education. His calm, rational approach — and his success as a long-term investor — continues to influence how I think and trade.

To both Simon and Phong: thank you for your encouragement, your insights, and the lasting impact you’ve had on this journey.

I’m also indebted to the open tools that made this project possible.

Yahoo Finance provides free, high-quality historical data — the foundation for every backtest in this book. In an age of paywalls, their open access is rare and invaluable.

Rust gave me the speed, safety, and scalability to test millions of parameter combinations over 30+ years of data — all while keeping the code readable and maintainable.

Polars, a blazing-fast DataFrame library, made working with large datasets effortless. Its combination of high-level usability and low-level performance was key to turning raw data into insight.

To the developers and communities behind these tools: your work did not just enable this book — it empowered a way of thinking that this book seeks to share.