Hi, I’m Gaetano

I’m a quant trader based in Italy. It’s how I make my living — a practice I’ve been building since 2018.

My background is in engineering, and most of what I like about quant research comes from that training — measure before you conclude, favor explicit assumptions over intuition, and never trust a model that hasn’t been tested against data it hasn’t seen. When something breaks, I’d rather find out exactly where it broke than patch it and move on.

AIQ Notes is where I publish the work I find worth sharing. Backtests, ideas I’m chewing on, code, sometimes mistakes. It isn’t a signal service or an investment recommendation — it’s a research notebook, open to anyone curious enough to read along.

Over the years I’ve learned a lot from a handful of Italian systematic trading schools and from traders who were generous enough to share the way they think. Formal learning got me started; the daily practice of building systems, running them, and watching them fail in new ways is what keeps me learning now.

A few recent things

• May 2026 — “Market Regime Identification Using Trend, Volatility, And Credit Conditions,” co-authored with Fabio Baruffa, PhD, in Technical Analysis of Stocks & Commodities (V. 44:05).
• April 2026 — First note on AIQ Notes: a companion walk-through of the framework.
• February 2026 — Guest speaker at a live evening hosted by one of the systematic trading schools I studied with, where I walked through my own operational setup.
• September 2025 — IFTA conference in Frankfurt. I attended as an observer — one of the most useful weeks I’ve had for meeting people from the international technical analysis community.

IFTA 2025, Frankfurt — with other friends and traders from the conference. (I’m second from right)

Get in touch

You can reach me at gaetanodiprima@aiqnotes.com or find me on LinkedIn. If you’d like to follow the notes as they come out, there’s a small newsletter form at the bottom of any page.