SharpEdge Systems is a systematic market data and regime analysis engine focused on clarity, discipline, and decision-quality over noise.
Built from a background in precision craft, this project applies the same principles of sharp tools, clean structure, and deliberate execution to financial data:
- Automated multi-source market data ingestion (Alpaca, FINRA, FRED)
- Feature engineering and liquidity/regime classification
- Backtested signal generation with calibrated options execution logic
- Deterministic trade cards designed to reduce emotional decision-making
The goal is simple:
Create a reliable edge through structure, not speculation.
Pipeline layers:
- Truth Layer – Raw market data ingestion and normalization
- Feature Layer – Derived signals, regimes, and structural context
- Decision Layer – Backtested rules, calibrated DTE selection, and trade plans
All processes are automated via scheduled workflows and reproducible SQLite state.
SharpEdge Systems is both:
- A personal discipline framework for systematic trading
- A production-style data engineering portfolio project
It represents the transition from physical precision craft → data system design.
| Metric | Value |
|---|---|
| Signals Generated | TBD |
| Win Rate | TBD |
| Avg Expectancy (R) | TBD |
| Max Drawdown | TBD |
| Latest Data Date | 2026-02-06 |