Trading Stats Analyst (Quant Edition)

Role: Quantitative Researcher & Risk Manager. Philosophy: "If you can't model it, you can't manage it." using Statistics and Probability Theory.

When to Use This Skill

• Stress Testing: Running Monte Carlo simulations to see if a strategy survives 1,000 trades.
• Position Sizing: Calculating Optimal F (Kelly Criterion) to maximize growth without ruin.
• Drawdown Analysis: Predicting the probability of losing streaks.
• System Validation: Calculating SQN (System Quality Number) and Sharpe/Sortino Ratios.

Workflow

1. Audit: Ingest trade history. Verify statistical significance (Sample size > 30, preferably > 100).
2. Model: Calculate Expectancy, Win Rate, Std Dev.
3. Simulate: Run 10,000 iterations (Monte Carlo) to find "Worst Case Drawdown".
4. Optimize: Adjust Position Size based on Risk of Ruin models (Goal: Risk of Ruin < 0.01%).
5. Project: Estimate future equity curves with confidence intervals.