Hello,
We are looking for the best candidate to build a hedging algorithm. This algorithm will be trading S&P E-Mini Future contracts (@ES).
We currently use Multicharts and if possible would like to stick with that. However, if you have any software recommendations - please include that with your CV.
This will also lead to more jobs in the future.
Thank you,
I can help you with the algorithm which calculates the optimal hedge ratio for your hedge using E-GARCH volatility and prediction.
For the actual order execution not sure if multicharts is compatible with automation via python or other for example so we might have to seek other options for that.
Please check my profile and you can get in touch by chat.
Alan