High-Frequency Stock Trading Strategy
Budget: $250 – $750 USD
I need a complete high-frequency trading (HFT) strategy for actively-traded equities. The solution must be built around three data pillars that I already have in place: extensive historical tick data for back-testing, a low-latency real-time market feed for live decisions, and curated news feeds for event-driven signals.
Your job is to transform these inputs into a production-ready strategy that can ingest the streams, react within microseconds, and handle the entire trade life-cycle—from signal generation through execution and risk checks—without human intervention.
Deliverables
• Strategy logic and mathematical model, fully documented
• Back-test framework wired to my historical data, with reproducible results
• Low-latency execution module that plugs into my real-time feed and broker API
• News-feed parser that scores events in real time and routes signals to the core engine
• Performance report covering slippage, Sharpe, drawdown, and capacity limits
I will consider the project complete when the codebase runs deterministically, compiles on a clean machine, and shows consistent, net-positive returns after realistic latency and transaction cost assumptions.
Your job is to transform these inputs into a production-ready strategy that can ingest the streams, react within microseconds, and handle the entire trade life-cycle—from signal generation through execution and risk checks—without human intervention.
Deliverables
• Strategy logic and mathematical model, fully documented
• Back-test framework wired to my historical data, with reproducible results
• Low-latency execution module that plugs into my real-time feed and broker API
• News-feed parser that scores events in real time and routes signals to the core engine
• Performance report covering slippage, Sharpe, drawdown, and capacity limits
I will consider the project complete when the codebase runs deterministically, compiles on a clean machine, and shows consistent, net-positive returns after realistic latency and transaction cost assumptions.