KenKem Journal
Long-form articles from the KenKem build log — what worked, what failed, and the engineering in between. Educational content, not financial advice.
A software engineer's honest account of how we tried to prove our own gold strategy wrong: validated first in a separate tick engine, stress-tested with the statistics built to catch luck, attributed to the one thing it actually does well, and disclosed down to the year it failed. Evidence, not a track record.
A software engineer's plain-language account of a defect hiding in most retail backtests: the bar-level fill assumption. Why a candle-based engine quietly flatters your results, what a pure tick engine does differently, and why I rebuilt mine so the tests would stop lying to me.
Penjelasan sederhana tentang kriteria Kelly, rumus yang mengubah sebuah edge trading menjadi ukuran posisi, mengapa bertaruh melampauinya secara matematis menjamin kehancuran, dan mengapa para praktisi menjalankan Kelly pecahan (fractional Kelly).
Penjelasan sederhana seorang software engineer tentang rasio Calmar, apa yang diukurnya, mengapa trader sistematis sering lebih mempercayainya daripada Sharpe, dan mengapa maximum drawdown adalah angka yang sesungguhnya menentukan apakah seorang trader mampu bertahan menghadapi strateginya sendiri.
Catatan jujur seorang software engineer tentang mengapa bot indikator ala buku teks gagal, berapa sebenarnya harga dari data yang tertinggal (lagging), dan bagaimana Volume Profile menjadi fondasi sebuah alur kerja scalping yang sistematis.
