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10 months ago

Quantitative Researcher / Quantitative Trader / Algorithmic Trading

Open to Work
Münster, Germany

I have more than 20+ years in product oriented software development and last 12 of them I’ve been actively working on development and running live algorithmic trading strategies for different markets. My main interests are focused mainly on following topics – Statistical arbitrage models (US stock market, futures market, FX market) – High Frequency trading models (rebates / transaction cost minimization / order book patterns) – Momentum and mean-reverting models on currency market – Crypto assets arbitrage – Derivatives – FIX protocol connectivity – Moving trading models to production stage (FXCM, InterctiveBrokers, DukasCopy, Oanda, LMAX, BitMex, OKeX, etc) I have solid experience in statistics and machine learning. This and big knowledge database for different assets (feature library) helps to minimize model development time by focusing on finding optimal rules and risk control. I also have experience in software development using Java, Python (Jupyter, sckit-learn, pandas, numpy) and Matlab.

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