Algorithm trading -- 2
Budget: ₹150,000 – ₹250,000 INR
Looking for a well qualified and experienced algorithmic coder, who would be willing to assist in automating a number of successful strategies. Must have a proven track and experience in building algorithms and backtesting/optimisation.
Must be aware of all the pitfalls of optimisation and backtesting and in algo design (fwd looking bias, overfitting etc), I can help with this but inexperience applicants will not be tolerated.
The initial project is to automate 3 simple multivariable trading strategies that are based on mean reversion, high frequency, multi-entry, multiple products including synthetic products. Backtesting and optimisation will play a big part of the project. Surface analysis and vector analysis to determine optimal trading parameters.
This is a long term project and I would be happy to share any profits derived from trading a substantial futures account. We can agree on a fee if preferable but only once the product is complete and both backtested and live results are within 98% of simulated backtested results.
Must be aware of all the pitfalls of optimisation and backtesting and in algo design (fwd looking bias, overfitting etc), I can help with this but inexperience applicants will not be tolerated.
The initial project is to automate 3 simple multivariable trading strategies that are based on mean reversion, high frequency, multi-entry, multiple products including synthetic products. Backtesting and optimisation will play a big part of the project. Surface analysis and vector analysis to determine optimal trading parameters.
This is a long term project and I would be happy to share any profits derived from trading a substantial futures account. We can agree on a fee if preferable but only once the product is complete and both backtested and live results are within 98% of simulated backtested results.