High Frequency Trading
I am the ceo of an algo trading software subsidiary of an investment bank focused on fx algo trading. I am loooking for two things, one personal and one corporate:
1. Personal: i am looking for a partner who could use our end to end solution and access to choice liquidity to help develop some high frequency prop trading strategies for our own private use. I will provide all software, hosting in ny4, cross connects to our lps, and risk capital. Will share profits with you.
2. Corp: i am looking for quant consultants who can implement and port customer strategies from various languages into our platform, as well as assist us with development of tca and execution algos in the fx space for high volume institutional customers.
+7 Other ResponsesQuantitative Algorithmic Software
Need a quantitative algorithmic software engineer with extensive hands-on experience in designing, developing and implementing traditional, high (hft) and ultra high-frequency (uhft) trading systems, low-latency infrastructure and quantitative predictive (kalman, upf/smc, ctmc, hmm, etc. ) algorithmic strategies (marketmaking/markettaking, statistical arbitrage) and models across asset classes (equities, equities derivatives, interest rate derivatives, fixed income, energy, and fx) including ultra low latency order matching/crossing engines, algo-driven smart order routing (sor), market simulators, and high-speed messaging with direct market access (dma). Extensive hands-on experience building messaging interfaces and feed handlers including fix, itch, ouch, mamda, arca. Etc. Demonstrated experience with full life-cycle strategy creation from research, through factor analysis, real-time statistical analysis of market data, modeling of intraday price changes, and strategy formulation, to development, back testing, pricing and valuation, forward testing, and production. Extensive experience developing multi-tier trading system ultra-low latency architecture (linux, c/c++, stl, boost, quantlib, hard real-time linux, rtos, gpu/npu, fpga/vhdl, 10+ge, gpu, quantlib, r, # . Net, java, cep, sql etc. ) and infrastructure including extensive hands-on experience in architecting and developing relative value, momentum, and high-frequency equities, fx, ird, option/futures market simulators, arbitrage models, and trading systems.
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