I am looking for an experienced developer to help me build a Backtesting platform that would be primarily used for stocks.
The platform would have the following specifications:
-Ability to run both locally & Cloud on linux
-Ability to run a large number of strategies in parrallel
-Ability to run strategies on event mode as well as vectorised mode
-Prod code same a backtest
-High degree of configurability and flexibility
-Only trade notifications will be required for this phase (no live trading)
-Ability to connect to live&historical pricing feeds (alpaca, alphavantage, polygon etc.) - all other equities data will be provided in the required format
-Ability to deal with data with different timeframes (quarterly, daily, 1min etc)
-Ability to include features such portfolio optimization, market impact, ML libraries etc
The ideal candidate would have:
-Large experience in designing and building algorithmic trading platforms and already built few iterations in the past.
-Solid development skills and would think ahead of issues related to scalability, production environment etc.
-Hands-on experience using the main open source platforms (quantconnect, quantopian, quantiacs etc) and precise knowledge of the pros and cons of each one
If successfully implemented this job would lead to an ongoing project to cover continuous improvements.
I am happy to discuss the project in more details around a quick call.