Quantitative Trading Assistant for Systematic Futures Strategies

Quantitative Researcher / Algorithmic Trading Developer (Futures, Machine Learning, Python, EasyLanguage) I am loking for an expert level quantitative researcher and algorithmic trading assistant to help improve and validate systematic futures trading strategies. The work includes: TradeStation backtesting and optimization EasyLanguage development and debugging Walk-forward testing Monte Carlo analysis Statistical validation of trading systems Performance analysis and robustness testing Research into strategy improvements and new ideas The ideal candidate has experience with: TradeStation and EasyLanguage Systematic futures trading Quantitative research Python Machine Learning and statistical modeling Time-series analysis Out-of-sample testing This is not a typical software development role. I am looking for someone who understands trading systems, data analysis, and how to distinguish genuine edge from overfitting. The initial engagement is part-time, with the potential for a long-term working relationship. To apply, please answer: 1. Describe the most successful systematic futures strategy you have personally researched, developed, or traded. Include markets, timeframe, and how you validated it. 2. Describe a strategy that looked promising but failed robustness testing. What caused you to reject it? 3. What is your process for determining whether a trading strategy has a genuine edge rather than being the result of curve-fitting? Many thanks - I look forward to hearing from you.