Quantitative Strategy Developer

Arc Full-time
United States
about 1 month ago
Apply on arc.dev
Prepare application

Role details

Contract type
Permanent contract
Employment type
Part-time (≤ 32 hours)
Experience level
Expert
Experience required
5 years minimum
Working hours
Regular working hours
Job source

Tech stack

Reference Implementation C Sharp (Programming Language) Python (Programming Language) Pandas Restful APIs

Job description

  • Port a defined trading strategy to NinjaScript, ensuring the backtest matches a Python reference implementation.
  • Develop a Python-based walk-forward validation framework to assess strategy performance, including in-sample vs. out-of-sample results and parameter sensitivity.
  • Document the validation framework for usability by other team members.
  • Engage in ongoing strategy development, contributing to the refinement and expansion of trading strategies across futures and equities.
  • Maintain clear communication and documentation to support asynchronous collaboration across time zones.

Requirements

  • Proven experience in building and testing systematic trading strategies, particularly in futures or equities.
  • Proficiency in NinjaScript/C# for NinjaTrader 8 and Python for research, with familiarity in libraries such as pandas and vectorbt.
  • Strong understanding of avoiding overfitting through walk-forward analysis and proper out-of-sample testing.
  • Ability to model transaction costs accurately and discuss strategy capacity constraints and potential failures.
  • Excellent written English communication skills., * Experience with REST APIs for broker connectivity on the equities side.
  • Background in discussing and managing regime dependence in trading strategies.

Apply for this position

This job is hosted externally. Click below to view the full posting and apply.

Apply on arc.dev
Prepare application

Good distractions

Talks and stories from around this role — technically off-topic, practically not.

4:49 min

Discovering technical chart requirements via client use cases

Chris Heilmann +3 · LIVE

2:03 min

Accelerating pandas dataframes using cudf module plugins

Ankit Patel Ankit Patel · World Congress 2024

2:59 min

The danger of adopting default REST APIs

Stefan Priebsch · World Congress 2021

1:18 min

Simplifying AI deployments using architectural blueprints and reference implementations

Stephan Gillich Stephan Gillich · World Congress 2024

3:33 min

Refactoring data science workflows using Rapids QDF and Pandas

Paul Graham Paul Graham · LIVE

2:42 min

Introduction to framework-free vanilla web development

Avichay Eyal · World Congress 2021

Videos

See all

Related articles

See all