Hi, I'm François Lucas, the chef at ETF kitchen! After leaving the corporate world in 2010 to focus on my family and finances, I launched The SPY Surfer website in 2011, which provides quantitative ETF portfolios. Since then, I have translated "Stocks on the Move", by Andreas Clenow, organized the first Quantitative Conference in Vancouver, BC, with M. Faber and G. Antonacci, been invited as a guest speaker at PyData Vancouver and Vancouver Algorithmic Trading (sponsored by the late Quantopian). I also authored "Payday Anomaly Revisited", published by AlphaArchitect.

Originally from France, I have lived in England, Hong Kong and now Canada with my wife and two boys. I hold a BEng (Electrical, ESIEE, France), MEng (Satellite Telecom, University of Surrey) and MBA (UBC).

Today, I continue to refine my investment recipes in the kitchen and most importantly, I eat my own cooking!

On my spare time, I indulge in my passion for music by playing drums with notable Vancouverite bands Line 49, Mabachacagas, Savonarola and now Hotel. I also practice yoga with a great teacher, Carine, who happens to be my wife.

How I invest

Just like yoga, executing on the buy/sell signals of my algo is an endless practice and my discipline is tested every month. Publishing all my work here helps me stay the course.

Here is how I trade these portfolios:

• All CAD ETF portfolios in my CAD margin account and kids' RESP,
• All USD ETF portfolios in my USD margin account,
• Top 5 TSX + S&P Stocks in my CAD/USD TFSA.

Hope it helps!