Quantitative Researcher/Developer (Independent Contributor)

[Algotrading a must]

I am seeking a highly talented and motivated Quantitative Researcher/Developer to spearhead trading initiatives. In this unique role, you will have the opportunity to build a cutting-edge trading logic from the ground up. This role is entirely dedicated to the development of the algorithm's logic. You will be the architect of our trading strategies, leveraging your knowledge and skills to create a system that identifies and capitalizes on market opportunities."


General Principles:

• Focus on short-term trading: The algorithm primarily focuses on identifying and exploiting short-term market inefficiencies, often holding positions for very short periods, even just a few days or hours.
• 
  
• Statistical arbitrage: A core element is statistical arbitrage, which involves identifying temporary price discrepancies between related securities and profiting from their convergence.
• Market-neutral approach: The fund aims to generate returns that are independent of overall market direction, minimizing risk from broad market movements.
• 
  
• Extensive data analysis: The algorithm analyzes vast amounts of historical data, including price movements, economic indicators, news events, and even weather patterns, to identify subtle patterns and correlations.
• 
  
• Quantitative and Data-Driven: strategies that rely on mathematical models and statistical analysis.

Specific Strategies

• Hidden Markov Models: Use of Hidden Markov Models to identify regime changes in market behavior and adjust trading strategies accordingly.
• Trend-following: incorporate elements of trend-following, capitalizing on momentum and price trends in US market.

COMPENSATION IN US DOLLARS.