Codeveloping a statistical arbitrage strategy

Spécifications

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




Répondu

1
Développeur 1
Évaluation
(512)
Projets
551
53%
Arbitrage
13
69% / 15%
En retard
3
1%
Gratuit
2
Développeur 2
Évaluation
(111)
Projets
139
43%
Arbitrage
9
33% / 44%
En retard
6
4%
Gratuit
3
Développeur 3
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
4
Développeur 4
Évaluation
(7)
Projets
10
60%
Arbitrage
4
0% / 75%
En retard
3
30%
Gratuit
Publié : 74 articles, 5 codes
5
Développeur 5
Évaluation
(1)
Projets
1
0%
Arbitrage
1
0% / 100%
En retard
0
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6
Développeur 6
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
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