Fast Optimization of Forex Quant Program
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About this role
Python, Data Processing, Software Development, Statistical Analysis, Data Visualization, API Integration, Data Collection, Performance Tuning, Backtesting, Forex Trading · $10 project max. This can be finished in a few hours max. I need someone to work fast.
Title: Speed Optimization and Completion of Forex Non-Print Quant Research Program
I have an existing Windows-based, three-part quantitative research program designed to discover and validate trading strategies for OANDA forex markets. The program is functional, but its historical tick-data backfill is too slow and produces excessive timeout and service-error messages.
I need an experienced Python, market-data, and quantitative-research developer to optimize and complete the existing program. I am not requesting a rebuild from scratch.
The program uses historical BID and ASK tick data to derive Non-Print events and Line Break market structures. I want it to collect as much legitimate historical data as can reliably be obtained, as quickly as possible, while preserving the exact order and integrity of the data.
I am not requiring a particular historical-data provider. The developer may select or combine appropriate legitimate sources, provided the data is genuine BID/ASK tick or quote data suitable for deriving the existing Non-Print structures. Candle, OHLC, interpolated, fabricated, randoml