Results for “post-market-surveillance”

Record and analyze post-trade outcomes for trading signals, tracking false positives, missed opportunities, and regime mismatches to generate feedback for signal aggregation and skill improvement.

Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology, with dual-index tracking and a state machine for rally attempt, FTD qualification, and post-FTD health monitoring.

Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

Reviews closed trades, partial exits, and monthly trade aggregates for process adherence, risk discipline, execution quality, and evidence-based trading behavior patterns.

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

Investigates insider threat incidents involving employees, contractors, or trusted partners who misuse authorized access to steal data, sabotage systems, or violate security policies. Combines digital forensics, user behavior analytics, and HR/legal coordination to build an evidence-based case.

Monitors a watchlist of Kalshi prediction markets for price moves, volume spikes, resolution proximity, and kill-criterion triggers, with cross-venue arbitrage detection against paired Polymarket markets adjusted for fees and slippage.

Design, audit, and improve analytics tracking systems that produce reliable, decision-ready data.