Pairs Trading quantitative analysis

Posted 2 months ago

Worldwide

Summary

Hi, looking for someone with some experience in pairs trading to help research techniques, analyze data and create trading strategies - I don't really need help with implementation at this point. Specifically, I'm looking for someone curious and creative to experiment with various non-ML and ML ideas. I've been spending a ton of time with claude code with this so there's no shortage of concepts, but it takes quite awhile for my puny brain to internalize a lot of it so having someone with big quant brain would help a ton. What I've done so far: * Data integration (price, funding, OI, slippage, etc. history) * Basic metrics - 30 or so * Train/test/holdout segregation * shap/interaction analysis of metrics * backtesting / grid testing I started working on an autoresearch (Karparhy) framework but realized that I just don't have enough knowledge to hand off to an autonomous self-improving system yet. e.g., something like how to model exiting positions (outside of some basic close at |z|=x sort of thing). Started poking around and found a bunch papers and reckoned now was the time to get some help. The budget is really a function of success/progress. I'd like to start maybe with a audit/cleanup of what I already have and then start to experiment. If we are making progress, then I have more budget. I think this project is best suited for someone who wants to learn a lot more about pairs trading concepts vs. maximizing value from what they already know. (Please no AI-generated response. I'll just delete it.)

  • $1,000.00

    Fixed-price
  • Intermediate
    Experience Level
  • Remote Job
  • One-time project
    Project Type
Skills and Expertise
Mandatory skills
Quantitative Analysis
Activity on this job
  • Proposals:20 to 50
  • Last viewed by client:2 weeks ago
  • Interviewing:
    0
  • Invites sent:
    0
  • Unanswered invites:
    0
About the client
Member since May 9, 2011
  • United States
    San Francisco11:25 PM
  • $324K total spent
    359 hires, 2 active
  • 10,413 hours
  • Individual client

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