Custom HSI Options Backtesting Tool Development
Budget: ₹12,500 – ₹37,500 INR
I am seeking an experienced developer or quant to build a custom backtesting tool specifically for Hang Seng Index (HSI) options. The tool should allow for historical strategy testing, performance analytics, and flexible parameterization, using historical tick or minute-level data. This project is ideal for someone with experience in financial data, options strategies, and algorithmic trading systems.
Key Requirements
1) Data Handling
Ability to import and process historical Hang Seng Index options data (tick or minute-level).
Support for multiple expiries, strikes, and option types (calls/puts, weeklies).
2) Strategy Engine
User-defined entry/exit rules (e.g., based on price, Greeks, time, or custom signals).
Support for common options strategies (spreads, straddles, strangles, etc.).
Ability to set stop-loss, take-profit, and position sizing rules.
3) Performance Analytics
Output key metrics: P&L, drawdown, win rate, Sharpe ratio, max loss, etc.
Trade-by-trade analytics and equity curve visualization.
4) User Interface
Simple and intuitive UI (web-based or desktop) for strategy configuration and results visualization.
Ability to export results to CSV/Excel.
Extensibility
Modular codebase for future enhancements (e.g., adding new strategies or data sources).
5) Deliverables
Fully functional backtesting tool with source code.
Documentation for setup, usage, and extending the system.
Assistance with initial setup and data integration.
6) Ideal Candidate
Experience with options trading and backtesting
Familiarity with HKEX data and Hang Seng Index options
Strong programming and data handling skills
Good communication and documentation practices
Please include:
A brief summary of your relevant experience
Examples of similar projects or tools you have built
Key Requirements
1) Data Handling
Ability to import and process historical Hang Seng Index options data (tick or minute-level).
Support for multiple expiries, strikes, and option types (calls/puts, weeklies).
2) Strategy Engine
User-defined entry/exit rules (e.g., based on price, Greeks, time, or custom signals).
Support for common options strategies (spreads, straddles, strangles, etc.).
Ability to set stop-loss, take-profit, and position sizing rules.
3) Performance Analytics
Output key metrics: P&L, drawdown, win rate, Sharpe ratio, max loss, etc.
Trade-by-trade analytics and equity curve visualization.
4) User Interface
Simple and intuitive UI (web-based or desktop) for strategy configuration and results visualization.
Ability to export results to CSV/Excel.
Extensibility
Modular codebase for future enhancements (e.g., adding new strategies or data sources).
5) Deliverables
Fully functional backtesting tool with source code.
Documentation for setup, usage, and extending the system.
Assistance with initial setup and data integration.
6) Ideal Candidate
Experience with options trading and backtesting
Familiarity with HKEX data and Hang Seng Index options
Strong programming and data handling skills
Good communication and documentation practices
Please include:
A brief summary of your relevant experience
Examples of similar projects or tools you have built