Expected duration: less than 1 week The job is to take an existing stock backtrading system (PyAlgoTrade) and to build in a multi-variate version of a trading system by essentially "adding in" these multiple factors. The existing system only uses 1 factor at a time and it is pretty basic.
The job is for programming a StockSystem trading system that has 10 factors and each factor generates a buy- or sell- signal. For each signal you assign either a -1, 0, or 1.
The overall trading system of StockSystem adds up the results of the 10 Factors (subsystems) and then trades based off of that overall StockSystem output.
We have a master version of this system in excel
Please review the attached design document. In general I am ideally looking for a strong software engineer with a strong background in Python and at least basic level understanding of the financial system. I believe with the right skillset that the work can be done within a few days to perhaps a week. This has already been reviewed by an architect and I have basic level understanding of Python myself.
The ideal candidate would support building Phase 1 of the product in line with the attached design document. On successful completion of Phase 1 we can then talk about a larger Phase 2 project and other associated work, as there is quite a bit more to do!