Hi All!
We have a team that is exploring an investment strategy in a relatively illiquid market. Our team has extensive prior experience getting high returns in this market with a fundamental strategy but we think it can be substantially improved with a quantimental strategy.
We are looking for somebody with 10-20 hours a week to help with modeling and backtesting. Our lead developer/tech advisor is a brilliant dev who built the data science team at a multi-billion dollar hedge fund. He is helping with the strategy, but he only has an hour a week so is not able to do the nitty gritty (spinning up AWS, getting all the data ready, then doing many rounds of modeling and backtesting). He knows exactly what needs to be done, but we need somebody with the time and skills to help as he only has an hour a week or so.
Our goal is to spend no more than 2-3 months on modeling and backtesting based on some specific hypotheses we want to test. If our hypothesis is correct, then we will raise a small fund (probably 1-3 million dollars to start) to implement it. We have access to the capital immediately if the modeling is successful.
Must Have:
Nice to Haves:
If interested, comment below or email evin19347 @ googles mail domain.
Could be interested in this, I’m ex-Morgan Stanley & have CFA. Let’s have a chat! Twitter @OllieG23
Thx Ollie! Just sent you a DM on Twitter or feel free to email me if easier evin19347 at gmail
Cheers!
Hi, you still interested? Ex-structured credit. Twitter @quanttrucker
Hi ! I have dropped you an email !
Cheers !
Hey I don't think I see it. Can you check the email address? Cheers!
It might have been filtered as spam.
I was saying that I'd love to get in touch and help you, if I can - it sounds like you already have a good plan.
I've had some attempts of defining trading models about 10-12 years ago, but
I didn't have the time or the energy to finalize anything, than the financial crisis came in 2008/2009, and I have slowly moved away from trading.
Recently, I started to look into this ideas again, with the benefit of new tools available in 2020, more than a decade later.
I can extract trading data from NYSE, model it, and calculate any technical indicators, using python; generate graphics, etc. I can also work pretty well with AWS, mostly ec2, but also storage.
My background is software engineering, 20+ years.
You can reach me at andrei@bluesource.ro
Thanks !