Jackson Semenas
Quantitative Trader & Researcher
I got into trading through my interest in economics and how it applies to financial markets. At 14, I started developing basic algorithms, and I haven't stopped building models since.
Today I run both high-frequency and low-frequency trading models across commodities, forex, and prediction markets. My research spans quantitative methods, economics, market microstructure, latency arbitrage, and applied statistical modelling.
I founded JS Financials to bridge the gap between institutional-grade analysis and retail traders, providing real research, not hype.
Journey
Started Trading at 14
Began developing basic algorithmic trading models, driven by an interest in economics and how it applies to financial markets.
Fundamental Economic Research
Continued to research economics at a fundamental level and how it correlated to financial markets.
AUDUSD Yield Differential Mean Reversion Model
Developed the AUDUSD Yield Differential Mean Reversion model, a forex strategy still in use to this day.
Expanded into HFT & Quant Research
Expanded research into HFT, market microstructure, applied statistical modelling, and data structuring.
Published Policy Proposal
Published an economic policy proposal for balancing immigration and inflation in the Australian economy, put forward to the Australian Treasury for review and implementation.
Gold Cross-Asset Analysis Model
Developed the Gold Cross-Asset Analysis LFT model, historically the best performing model in the portfolio.
99.95 University Selection Rank
Achieved a 99.95 University Selection Rank. Accepted into Honours in Finance, Economics, and Statistics at the Australian National University (ANU).
Launched JS Financials
Launched JS Financials to provide institutional-grade quantitative trading education and macroeconomic research to retail traders.
Polymarket HFT Latency Arbitrage
Began developing a high-frequency latency arbitrage model on Polymarket prediction markets.
Research Interests
Quantitative Methods
Statistical modelling, stochastic processes, and computational methods applied to financial markets.
Macroeconomics
Central bank policy, yield curve dynamics, cross-asset flows, and how macro forces drive asset prices.
Market Microstructure
Order flow analysis, price discovery mechanisms, and the structural dynamics of modern electronic markets.
Latency Arbitrage
High-frequency exploitation of price dislocations across venues, including prediction markets and spot exchanges.
Applied Statistical Modelling
Time-series analysis, regime detection, and mean-reversion models for systematic trading strategies.
Economic Policy
Research into macroeconomic policy design, including published work on immigration and inflation dynamics in Australia.