Classified // Systematic // Edge-Tested
kjmartyn
STATUS OPERATIONAL REGIME TRENDING VOL 1.0x ADR LOC CALGARY 51.04N 114.07W CH ENCRYPTED

Systematic futures trader and builder. I turn signal research and regime models into tools that survive a live chart, and I tell you when the edge does not.

SCROLL TO DECRYPT ↓
SIGNAL RESEARCH // WALK-FORWARD VALIDATION // MFE / MAE // EXPECTANCY // REGIME FILTERS // VOL TARGETING // SESSION VWAP // ATR BANDS // ORDER FLOW // MEAN REVERSION // SLIPPAGE-AWARE // LIQUIDITY // BASIS RISK // KELLY SIZING // MONTE CARLO // FACTOR DECAY // DRAWDOWN CONTROL // NINJATRADER // SIERRA CHART // PINE · NINJASCRIPT · ACSIL // ES NQ YM // EDGE OR NULL //  SIGNAL RESEARCH // WALK-FORWARD VALIDATION // MFE / MAE // EXPECTANCY // REGIME FILTERS // VOL TARGETING // SESSION VWAP // ATR BANDS // ORDER FLOW // MEAN REVERSION // SLIPPAGE-AWARE // LIQUIDITY // BASIS RISK // KELLY SIZING // MONTE CARLO // FACTOR DECAY // DRAWDOWN CONTROL // NINJATRADER // SIERRA CHART // PINE · NINJASCRIPT · ACSIL // ES NQ YM // EDGE OR NULL // 
Dossier

WHO IS
OPERATING

Systematic futures trader and developer out of Calgary. I research signals, model regimes, and build the tooling around them: Pine Script indicators with on-chart expectancy and MFE/MAE, Python research dashboards, and fast websites. Everything is walk-forward tested and slippage aware. Clean code you own, and honest answers on what holds up. If a concept has no edge, I show you the numbers and say so. That honesty is the whole point. (hover to decrypt)

Capabilities

WHAT GETS BUILT

01 / TRADINGVIEW

PINE SCRIPT v6

Non-repainting signals, multi-timeframe logic, regime filters, on-chart stats engines (MFE/MAE, expectancy, sample gates, walk-forward), alerts for PineConnector, 3Commas, webhooks.

02 / NINJATRADER

NINJASCRIPT · C#

Custom NinjaTrader 8 indicators and strategies in NinjaScript (C#). ATM and order automation, regime filters, alerts, and the same on-chart stats discipline.

03 / SIERRA CHART

ACSIL · C++

Sierra Chart custom studies and trading systems in ACSIL (C++). Fast studies, spreadsheet-system logic, and order-flow / DOM ready tooling.

04 / DASHBOARDS

PYTHON · FASTAPI

Cockpit-style research dashboards: backtests, walk-forward, equity curves, drawdown, fills, regime state. Live feeds, SQLite/Postgres, parquet, DuckDB.

05 / WEB

FAST WEBSITES

Hand-coded, responsive, deployed. Real brands, not page-builder templates. Like the one you are reading.

Research Desk

RESEARCH & RISK

A / VALIDATION

BACKTEST & WALK-FORWARD

Strategy testing done honestly: walk-forward, Monte Carlo resampling, expectancy, MFE/MAE, slippage and cost modeling. You get the verdict on whether the edge survives, not a sales pitch.

B / SIZING

RISK & POSITION SIZING

Kelly and fractional Kelly, volatility targeting, risk of ruin, drawdown control, per-trade sizing off your daily loss limit. Sizing that keeps you in the game.

C / TAIL RISK

TAIL RISK & STRESS

VaR and CVaR (expected shortfall), extreme value theory for fat tails, Monte Carlo ruin simulation, scenario and shock testing. Know what the bad day actually looks like.

D / HEDGING

HEDGING MODELS

Protective puts, collars, cross-asset and beta hedges, ratio and basis hedging, vol hedging. Models and context for cutting exposure, not advice.

E / PORTFOLIO

PORTFOLIO CONSTRUCTION

Mean-variance, risk parity, volatility targeting, correlation-aware allocation. Build a book that is more than a pile of correlated bets.

F / MACHINE LEARNING

ML SIGNAL RESEARCH

Feature engineering, LightGBM and XGBoost, leakage-safe cross-validation, honest out-of-sample reporting. Signals tested hard enough to trust or discard.

G / DATA

DATA & ANALYTICS

Data pipelines (Databento, broker feeds), parquet and DuckDB, cleaning, plus trade journals and performance-attribution dashboards.

Operations

FIELD WORK

TRADERCARTEL™ Trading tools brand. Pine indicators, regime and expectancy engines, the cockpit. → NULL RESULT Research on X. Popular trades run through walk-forward and expectancy, including the ones with no edge. →
Open a channel

LET'S BUILD

Secure transmission. Tell me what you are building. I read every message and reply from hello@kjmartyn.com.

CHANNEL ENCRYPTED // READY