Building a Backtester for Algorithmic Trading Strategies

I am looking for an experienced developer to help me build a Backtesting platform that would be primarily used for stocks.

The platform would have the following specifications:

-Ability to run both locally & Cloud on linux

-Ability to run a large number of strategies in parrallel

-Ability to run strategies on event mode as well as vectorised mode

-Asset agnostic

-Prod code same a backtest

-High degree of configurability and flexibility

-Only trade notifications will be required for this phase (no live trading)

-Ability to connect to live&historical pricing feeds (alpaca, alphavantage, polygon etc.) - all other equities data will be provided in the required format

-Ability to deal with data with different timeframes (quarterly, daily, 1min etc)

-Ability to include features such portfolio optimization, market impact, ML libraries etc

The ideal candidate would have:

-Large experience in designing and building algorithmic trading platforms and already built few iterations in the past.

-Solid development skills and would think ahead of issues related to scalability, production environment etc.

-Hands-on experience using the main open source platforms (quantconnect, quantopian, quantiacs etc) and precise knowledge of the pros and cons of each one

If successfully implemented this job would lead to an ongoing project to cover continuous improvements.

I am happy to discuss the project in more details around a quick call.

Compétences : Python, Traitement de Données, Science des données, Algorithme, Trading

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Concernant l'employeur :
( 0 commentaires ) Hammersmith, United Kingdom

Nº du projet : #30130680

4 freelances font une offre moyenne de 62 £/heure pour ce travail

(2 Commentaires)

Ph.D. in Applied Mathematics from one of the top Canadian graduate schools I have a team which includes really outstanding Computer Science generalist + 2 really fast developers. Over 15 years in algorithmic trading, d Plus

£36 GBP / heure
(5 Commentaires)

Hey Manager!! We checked for your project and interested in your project. Project: Building a Backtester for Algorithmic Trading Strategies I am an expert full stack programmer with skills including Python, Algorithm, Plus

£36 GBP / heure
(1 Évaluation)

Hi, I have 7 years experience at a top tier American tech company developing big data systems at petabyte scale. I have a 3.96/4.00 grad school GPA and did my dissertation in computational finance. I've written severa Plus

£140 GBP / heure
(1 Évaluation)