Python Developer for Horse Racing Backtesting
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About this role
C Programming, Python, Data Processing, Software Architecture, C++ Programming, Statistical Analysis, Data Analysis, Database Management, API Development, Backtesting · I am looking for an experienced Python developer to help build a robust research and backtesting system for pre-race horse-racing trading on the exchange.
I already have approximately 4 GB of historical Exchange Stream data, including .bz2 market files, together with API documentation and an initial trading hypothesis.
The immediate objective is to build a technically accurate system that can: 1. Read and replay historical Exchange Stream data. 2. Reconstruct market and runner states accurately. 3. Generate fixed time-to-off market snapshots. 4. Simulate realistic back and lay orders. 5. Calculate correct gross and net profit after commission. 6. Test trading strategies using chronological out-of-sample data. 7. Produce complete and auditable trade reports.
The first version will cover: - Horse racing only. - Great Britain and Ireland initially. - WIN markets only. - Pre-race trading only. - No positions intentionally held in-play. - One strategy position per market. - Current favourite and second favourite analysis. - Historical replay and backtesting before any live API work.
Existing data The historical files are Exchange Stream .bz2 files containing data such as: - Market d