Built by a developer who lost money the hard way — and built the tools to never let it happen again.

InterMarketStats wasn’t born in a hedge fund or a finance classroom. It was built out of frustration — by someone who had the analytical chops to see patterns in data, but still had to learn the markets the expensive way.

The background

For nearly 15 years, I’ve built automated reporting systems across industries — digital marketing, healthcare, and insurance. Analytics pipelines, reporting applications, translating commercial software to open source. If data needed to be captured, structured, and made useful, that was my job.

But throughout all of it, the global financial markets were always where my real attention went.

Statistical programming Automated reporting Analytics pipelines Open source development Backtesting engines Data scraping

The school of hard knocks

Like most traders and investors, I learned by doing — and sometimes by losing. But those losses came with lessons. I dove deep: Benjamin Graham’s fundamentals, technical analysis, charting, screening, backtesting, and eventually seasonality and intermarket analysis.

“What I kept noticing was that no single asset class tells the whole story. Stocks, bonds, currencies, and commodities are constantly talking to each other. Most tools only listen to one.”

So I built my own — backtesting engines, scraping pipelines, fundamentals and technicals reporting systems. Tools that could actually listen to all of it at once.

Why InterMarketStats

InterMarketStats is the culmination of that work — the developer background, the market intuition, and the hard-won experience. It delivers the cross-market intelligence I always wished I’d had earlier: clear, data-driven, and built for both active traders and long-term investors who want to see the full picture.