Codeveloping a statistical arbitrage strategy

Specification

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




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Project information

Budget
30 - 300 USD
VAT (19%): 5.7 - 57 USD
Total: 35.7 - 357 USD
For the developer
27 - 270 USD