Kose Securities

QUANTITATIVE RESEARCH · TRADING SYSTEMS · TEACHING

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About

Specialized in developing and optimizing quantitative trading strategies through rigorous backtesting and statistical analysis.

Focus on algorithmic trading systems, volume profile analysis, and automated execution frameworks for futures markets.

Python

  • Pandas
  • NumPy
  • Backtrader

Trading

  • Futures
  • Prop Trading
  • Risk Management

Tech

  • Next.js
  • React
  • APIs

Trading Mentorship

Learn professional trading strategies and develop a systematic approach to the markets through personalized mentorship and proven methodologies.

Kose Trading Mentorship

Comprehensive mentorship throughout your entire trading journey, tailored for traders at any experience level—from beginners building foundations to advanced practitioners refining their edge. Designed for dedicated individuals committed to achieving consistent trading excellence.

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Trading Strategies

Learn data-driven trading methods with proven backtesting techniques

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Risk Management

Master position sizing, drawdown control, and portfolio optimization

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Algorithmic Trading

Build and deploy automated trading systems with Python

Projects

Live Trading Algorithm on Tradovate

Real-time futures trading system executing sophisticated strategies including machine learning pattern recognition, volume profile value area analysis, order flow imbalance (tape reading), ML regime detection meta-strategy, and options gamma exposure monitoring.

PythonTradovate APIMachine LearningOrder FlowVolume ProfileOptions GEX

Volume Profile Research Engine

Advanced backtesting framework for volume profile strategies. Features Monte Carlo simulations, regime classification, and adaptive position sizing.

PythonPandasStatistical AnalysisMonte Carlo

Probabilistic Volume-Weighted Standard Deviation Framework

Intraday trading framework integrating prior-day volume-weighted standard deviations with a probabilistic Boltzmann model. Treats price movement as equilibrium state transitions with structurally-defined tick-based risk control anchored to statistical invalidation thresholds.

PythonStatistical MechanicsVolume ProfileProbabilistic ModelingRegime Detection

Get In Touch

Interested in discussing algorithmic trading strategies or collaboration opportunities?

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