Codeveloping a statistical arbitrage strategy

Hi there,

I am looking for a peer, who is interested in codeveloping a stat arb strategy.

These are known to provide much more robust returns but are more difficult to code into Mt5.

For that reason I have a framework where all the intelligence is inside python. Mt5 is only used to execute open/close orders and to stream the real time data to python via zeromq.

This way many existing python frameworks can be applied.

I am looking for a peer, who is willing to start research and experiments tougher with me.

I will support you with all my knowledge sofar. 

As we might hit a working strategy, I am also willing to share the profit from my real account.

So these are the requirements for you:

- good experience with python

- interest in data mining and time series algorithms

Looking forward to hearing from you