Create stock trading algorithm on Quantoptian.com website

$30-250 USD

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περίπου 8 χρόνια πριν

$30-250 USD

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I need an experienced developer of stock trading algorithms to create a program for me on Quantopian.com. Language: Python. This algorithm would utilize data from a continuing stream of 3-minute (Interactive Brokers) bars. Basically, it would short-sell the selected stock (changeable) when two consecutive red (declining) bars occurred, and cover the short when two consecutive green (rising) bars occurred (see example). The program would also include a buy stop order when a short executes to prevent undue losses. It would run daily from 8:50 a.m. (central) to 2:30 p.m. Additional description available on request. I may wish to add other bells and whistles later working with the same developer. The algorithm needs to be capable of back-testing on [login to view URL]

Algorithm

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3 freelancers δίνουν μια μέση προσφορά $185 USD για αυτή τη δουλειά

@FlorianQuant

Hi, I'm interested into your project. A little background about me: currently I'm working as a Java programmer at a major bank (on the portfolio risk management) but I'm also very passioned about trading strategies as well. I'm in transition of leaving this job and start to work remotely on financial projects like this. Started to study finance/trading world a few years back. I know quite a lot about markets. Then I learned how to program, because I realised that in order to make a sound "system" you need to automate a lot of things and right now I'm learning very hard how to work with quantitative models. I have experience with Event-Driven strategies. I can program in C++, Java or Python (we can blend them if necessary. speed of developing vs computation speed). If you want, I could give you more ideas on the strategy/indicators side as well. Also I could help you with the risk management part: calculate Value at Risk [CVaR maybe?]. Incremental VaR to see which position from your portfolio adds risk or lower the risk (through negative correlation of that specific position in relation with the entire portfolio)? I know how to configure linux servers in the cloud or servers colocated to exchanges. On the other hand, if you want to stick only to your project requirements, then no problem from my side, we will do just that. Please let me know what do you think. Kind regards, Florian

$250 USD σε 3 ημέρες

5,0

(1 αξιολόγηση)

2,2

@blinpq

I have created a number of trading algorithms using python. I am also familiar with the quantopian platform and a number of trading related python packages.

$150 USD σε 3 ημέρες