Profile Overview

Anthony Wilcox

Anthony Wilcox

Anthony Wilcox is a Wall Street veteran and quantitative trading mentor with 30+ years of hands-on experience, known for a systems-first approach that prioritizes risk controls, model validation, and disciplined execution across changing market regimes.

Quant Systems Risk Hedging Market Microstructure Research Discipline
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Overview

Anthony Wilcox is recognized for bridging scientific thinking with real-world market operations. His work centers on building repeatable trading systems and risk frameworks that remain stable under stress, with a strong emphasis on testing standards, drawdown controls, and operational clarity. As the founder and guiding figure of the TAD Community, he promotes structured research habits and practical decision workflows designed to support long-term consistency rather than short-term prediction.

  • Strength: Systems design with disciplined risk limits and validation standards
  • Focus: Turning uncertainty into measurable rules for execution and portfolio control
  • Role: Founder and mentor, shaping research processes and risk-aware trading practice

Practical Highlights

Experience
30+ yrs
Systematic trading, execution, and risk oversight
Core Expertise
Quant + Macro
Regime-aware strategy design with hedging and exposure controls
Operating Style
Controls-first
Stress testing, drawdown discipline, and robust research workflows

Career Highlights

  • Scientific Training and Analytical Rigor

    Develops a disciplined research mindset grounded in measurement, modeling, and evidence-driven iteration.

  • Systematic Trading and Risk Operations

    Builds and refines model-driven workflows emphasizing execution discipline, hedging logic, and repeatable rules.

  • Crisis-Driven Refinement of Controls

    Strengthens risk frameworks and validation standards in response to high-volatility periods and regime shifts.

  • Investment Direction and Risk Governance

    Oversees strategy implementation and risk governance, emphasizing transparency, accountability, and consistency.

  • Founder and Mentor for Systematic Practice

    Establishes a community focused on research discipline, risk-aware decision workflows, and repeatable system building.

Quantitative Trading System Design

Develops structured strategies that convert market data into repeatable signals, focusing on stability, execution realism, and robust testing practices.

Risk Hedging and Drawdown Control

Designs risk frameworks that combine exposure limits, hedging logic, and stress-based scenarios to protect capital during volatility spikes and market dislocations.

HFT Tactics and Arbitrage Validation

Studies short-horizon opportunities with an emphasis on data quality, statistical validation, and operational safeguards to reduce overfitting and fragile performance.