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Programming & Development

Quantitative Developer - Python - Pandas

$60/hr Starting at $250

You have a trading idea, algorithm, some edge on the markets. You want to trade it but you know you must test it properly. Get an objective set of eyes on your project before you start throwing money at it. Double check to make sure you are on the right track. I take algorithms and trading ideas and back test them using Backtrader, Python’s open source back testing library for trading strategies. Out of the box, using Backtrader I can run tests on your data using your algorithm over multiple time frames, using optimization methods against parameters, variable type indicators for triggering trades, and layering strategies on top of each other. Backtrader will provide detailed trading details, including profit and loss on any trade, order flow, positions, market value and cash and more. I’ve also built on top of Backtrader a Jupyter Notebook that extracts raw data from Backtrader, all positions, trades, market values. The notebook then further analyzes using pandas to provide financial ratios, beta, the ability to filter and manipulates using Pandas DataFrame and Series, and of course charting. Basically, if you have a custom metric that can be supported by the data, then Pandas will likely get it for you. Finally, Backtrader offers api links to Interative Brokers, Oandas, Alpaca etc. for paper and live trading. My thorough understanding of investments, stocks, bonds, derivatives will provide a foundation to validate your solution. I am available for up to 20 – 30 hours per week, depending on the week. My home is Canada, but I have worked in America and Europe, so also bring a global perspective. I work from just outside Toronto but I keep late hours and am comfortable working with Europeans. I am selective in what I chose to work on, so if I am requesting consideration for your project, then I would be very motivated to complete the work in a professional and timely manner.

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$60/hr Ongoing

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You have a trading idea, algorithm, some edge on the markets. You want to trade it but you know you must test it properly. Get an objective set of eyes on your project before you start throwing money at it. Double check to make sure you are on the right track. I take algorithms and trading ideas and back test them using Backtrader, Python’s open source back testing library for trading strategies. Out of the box, using Backtrader I can run tests on your data using your algorithm over multiple time frames, using optimization methods against parameters, variable type indicators for triggering trades, and layering strategies on top of each other. Backtrader will provide detailed trading details, including profit and loss on any trade, order flow, positions, market value and cash and more. I’ve also built on top of Backtrader a Jupyter Notebook that extracts raw data from Backtrader, all positions, trades, market values. The notebook then further analyzes using pandas to provide financial ratios, beta, the ability to filter and manipulates using Pandas DataFrame and Series, and of course charting. Basically, if you have a custom metric that can be supported by the data, then Pandas will likely get it for you. Finally, Backtrader offers api links to Interative Brokers, Oandas, Alpaca etc. for paper and live trading. My thorough understanding of investments, stocks, bonds, derivatives will provide a foundation to validate your solution. I am available for up to 20 – 30 hours per week, depending on the week. My home is Canada, but I have worked in America and Europe, so also bring a global perspective. I work from just outside Toronto but I keep late hours and am comfortable working with Europeans. I am selective in what I chose to work on, so if I am requesting consideration for your project, then I would be very motivated to complete the work in a professional and timely manner.

Skills & Expertise

AlgorithmsDashboard DesignDerivativesEquitiesFinancial MarketsPlotlyPower BIPythonTrading

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