You are on the lookout for a freelancer with deep expertise in quantitative physics and algorithmic trading to help design, code, and backtest trading strategies. The focus is on intraday trading in commodities (especially crude oil futures), indices, and derivatives markets. If you are passionate about blending physics and finance, this opportunity is for you! - Apply concepts from quantitative physics (stochastic processes, chaos theory, statistical mechanics) to build trading models. - Develop, test, and optimize trading algorithms, with Python preferred and C++/R/Matlab accepted. - Perform data analysis on market price movements for signal generation. - Backtest strategies using historical data and refine them for live trading. - Assist with API integration for execution (Fyers, Kite, IB, etc.). - Document models, logic, and code clearly. - Strong foundation in quantitative physics and its application to market modeling. - Proven experience coding algorithmic trading strategies. - Proficiency in Python (preferred) or C++ / R / Matlab. - Knowledge of backtesting, data handling, and performance tuning. - Familiarity with trading APIs for live deployment. The company is offering a freelance/remote position with an initial project that has the potential for ongoing work. The job offers flexible hours, but a commitment to milestones is essential. Please send: - A short description of your relevant experience. - Examples or summaries of trading projects you've developed. - Your availability and desired hourly/project rate.,
As a freelancer with deep expertise in quantitative physics and algorithmic trading, your role will involve designing, coding, and backtesting trading strategies focusing on intraday trading in commodities (especially crude oil futures), indices, and derivatives markets. Your key responsibilities will include: - Applying concepts from quantitative physics (stochastic processes, chaos theory, statistical mechanics) to build trading models. - Developing, testing, and optimizing trading algorithms preferably using Python, with C++/R/Matlab also acceptable. - Performing data analysis on market price movements for signal generation. - Backtesting strategies using historical data and refining them for live trading. - Assisting with API integration for execution (Fyers, Kite, IB, etc.). - Clearly documenting models, logic, and code. Required skills for this role include: - Strong foundation in quantitative physics and its application to market modeling. - Proven experience in coding algorithmic trading strategies. - Proficiency in Python (preferred) or C++/R/Matlab. - Knowledge of backtesting, data handling, and performance tuning. - Familiarity with trading APIs for live deployment. It would be nice to have experience with Indian markets (F&O, indices, commodities), machine learning/AI applications in trading, and prior work on intraday crude oil or index trading algorithms. The project scope involves freelance/remote work with potential for ongoing projects. You will have flexible hours, but commitment to milestones is essential. If you are interested in this opportunity, please send: - A short description of your relevant experience. - Examples or summaries of trading projects you've developed. - Your availability and desired hourly/project rate.,