Futures Strategy Optimizer & Data Analyst
Budget: $20 – $40 USD
Futures Strategy Optimizer & Data Analyst
(Remote | Part-Time to Start | Growth to Full-Time)
We are hiring an experienced Futures Strategy Optimizer & Data Analyst to research, optimize, and manage a diversified portfolio of futures trading strategies across multiple instruments. This role is focused on strategy performance, robustness, portfolio construction, and data-driven decision making. You will not be responsible for day-to-day trade execution, account operations, or platform uptime as those are handled by a separate Trading Operations role.
ROLE OVERVIEW:
You will work with licensed NinjaTrader and TradingView strategies and be responsible for:
-Instrument-specific optimization
-Robust backtesting and market replay analysis
-Portfolio-level performance evaluation
-Live vs backtest performance reconciliation
-Risk-adjusted optimization using professional hedge-fund metrics
-The goal is not to overfit individual strategies, it is to build robust, diversified portfolios that perform consistently across market regimes.
CORE RESPONSIBILITIES:
Optimize NinjaTrader strategies by instrument using:
-Timeframe adjustments
-Indicator parameter tuning
-Market Replay testing
-Multi-period historical analysis
Optimize TradingView strategies by:
-Adjusting timeframes and strategy/indicator inputs
-Running historical backtests across different market regimes
-Validating robustness across multiple instruments
Work with:
-Regular candle strategies
-Heiken Ashi strategies
-Renko-based strategies
Build diversified futures strategy portfolios across multiple instruments
Evaluate portfolios using advanced risk-adjusted metrics:
-Calmar / MAR
-Sharpe
-Sortino
-Max drawdown
-Correlation and diversification benefit
Use AI tools to:
-Analyze large backtest datasets
-Generate performance summaries and reports
-Identify optimization opportunities and degradation signals
-Analyze live demo and live performance data:
-Compare live results vs backtested expectations
-Identify strategy degradation or regime mismatch
-Recommend strategy additions, removals, or parameter adjustments
Optimize daily profit targets (PT) and loss limits (LL):
-Based on historical distributions
-Based on live forward performance
-With a focus on improving risk-adjusted returns, not raw P&L
Produce clear, actionable research outputs:
-Strategy performance summaries
-Portfolio recommendations
-Optimization rationale (not just numbers)
REQUIRED EXPERIENCE:
Candidates must have hands-on experience with:
-NinjaTrader strategy optimization and Market Replay testing
-TradingView strategy optimization workflows
-Instrument-specific tuning (e.g., NQ, ES, YM, GC, CL, NG)
-Working with multiple candle types (time-based, Heiken Ashi, Renko)
-Evaluating strategies using professional performance metrics
-Avoiding overfitting and understanding robustness vs curve-fitting
-Portfolio-level analysis (not just single-strategy optimization)
-Comparing live vs backtested results and making data-driven decisions
-Using AI tools to assist with analysis, reporting, or optimization workflows
-This role requires strong analytical judgment, not blind optimization.
NICE-TO-HAVE EXPERIENCE
Experience using TradingView optimization extensions such as:
-tradingtools.software
-“The Optimiser” Chrome extension
Experience with:
-Walk-forward analysis
-Regime-based analysis
-Strategy clustering and correlation reduction
-Futures-specific nuances (session behavior, volatility profiles, news impact)
YOU ARE:
-Highly analytical and data-driven
-Comfortable working with large datasets
-Skeptical of overfitting and “perfect backtests”
-Focused on risk-adjusted returns, not vanity metrics
-Able to explain why a strategy works or fails
-Organized and structured in your research process
-Comfortable working independently with minimal hand-holding
WORK STRUCTURE:
-Fully remote
-Part-time to start (10–20 hours/week)
-Potential to scale to full-time
-Flexible schedule (not execution-dependent)
TRUST & PROFESSIONALISM:
-NDA required
-Confidential handling of strategy IP and performance data
-High integrity expected. This role influences real capital allocation
HOW TO APPLY:
Applicants must be sure to include:
-Resume
-Summary of NinjaTrader and TradingView optimization experience
-Instruments you’ve optimized strategies for and the portfolio outcome
-Metrics you rely on most when evaluating strategy and portfolio quality
-Example of removing or adjusting a strategy due to live vs backtest divergence
Final Note: This role is for serious strategy researchers, not casual backtesters. If your experience is limited to optimizing a single strategy for personal trading, this role is not a fit. If you understand portfolio construction, robustness, and the realities of live trading vs historical data, we want to speak with you.
(Remote | Part-Time to Start | Growth to Full-Time)
We are hiring an experienced Futures Strategy Optimizer & Data Analyst to research, optimize, and manage a diversified portfolio of futures trading strategies across multiple instruments. This role is focused on strategy performance, robustness, portfolio construction, and data-driven decision making. You will not be responsible for day-to-day trade execution, account operations, or platform uptime as those are handled by a separate Trading Operations role.
ROLE OVERVIEW:
You will work with licensed NinjaTrader and TradingView strategies and be responsible for:
-Instrument-specific optimization
-Robust backtesting and market replay analysis
-Portfolio-level performance evaluation
-Live vs backtest performance reconciliation
-Risk-adjusted optimization using professional hedge-fund metrics
-The goal is not to overfit individual strategies, it is to build robust, diversified portfolios that perform consistently across market regimes.
CORE RESPONSIBILITIES:
Optimize NinjaTrader strategies by instrument using:
-Timeframe adjustments
-Indicator parameter tuning
-Market Replay testing
-Multi-period historical analysis
Optimize TradingView strategies by:
-Adjusting timeframes and strategy/indicator inputs
-Running historical backtests across different market regimes
-Validating robustness across multiple instruments
Work with:
-Regular candle strategies
-Heiken Ashi strategies
-Renko-based strategies
Build diversified futures strategy portfolios across multiple instruments
Evaluate portfolios using advanced risk-adjusted metrics:
-Calmar / MAR
-Sharpe
-Sortino
-Max drawdown
-Correlation and diversification benefit
Use AI tools to:
-Analyze large backtest datasets
-Generate performance summaries and reports
-Identify optimization opportunities and degradation signals
-Analyze live demo and live performance data:
-Compare live results vs backtested expectations
-Identify strategy degradation or regime mismatch
-Recommend strategy additions, removals, or parameter adjustments
Optimize daily profit targets (PT) and loss limits (LL):
-Based on historical distributions
-Based on live forward performance
-With a focus on improving risk-adjusted returns, not raw P&L
Produce clear, actionable research outputs:
-Strategy performance summaries
-Portfolio recommendations
-Optimization rationale (not just numbers)
REQUIRED EXPERIENCE:
Candidates must have hands-on experience with:
-NinjaTrader strategy optimization and Market Replay testing
-TradingView strategy optimization workflows
-Instrument-specific tuning (e.g., NQ, ES, YM, GC, CL, NG)
-Working with multiple candle types (time-based, Heiken Ashi, Renko)
-Evaluating strategies using professional performance metrics
-Avoiding overfitting and understanding robustness vs curve-fitting
-Portfolio-level analysis (not just single-strategy optimization)
-Comparing live vs backtested results and making data-driven decisions
-Using AI tools to assist with analysis, reporting, or optimization workflows
-This role requires strong analytical judgment, not blind optimization.
NICE-TO-HAVE EXPERIENCE
Experience using TradingView optimization extensions such as:
-tradingtools.software
-“The Optimiser” Chrome extension
Experience with:
-Walk-forward analysis
-Regime-based analysis
-Strategy clustering and correlation reduction
-Futures-specific nuances (session behavior, volatility profiles, news impact)
YOU ARE:
-Highly analytical and data-driven
-Comfortable working with large datasets
-Skeptical of overfitting and “perfect backtests”
-Focused on risk-adjusted returns, not vanity metrics
-Able to explain why a strategy works or fails
-Organized and structured in your research process
-Comfortable working independently with minimal hand-holding
WORK STRUCTURE:
-Fully remote
-Part-time to start (10–20 hours/week)
-Potential to scale to full-time
-Flexible schedule (not execution-dependent)
TRUST & PROFESSIONALISM:
-NDA required
-Confidential handling of strategy IP and performance data
-High integrity expected. This role influences real capital allocation
HOW TO APPLY:
Applicants must be sure to include:
-Resume
-Summary of NinjaTrader and TradingView optimization experience
-Instruments you’ve optimized strategies for and the portfolio outcome
-Metrics you rely on most when evaluating strategy and portfolio quality
-Example of removing or adjusting a strategy due to live vs backtest divergence
Final Note: This role is for serious strategy researchers, not casual backtesters. If your experience is limited to optimizing a single strategy for personal trading, this role is not a fit. If you understand portfolio construction, robustness, and the realities of live trading vs historical data, we want to speak with you.