I employee the high-frequency market making strategy in trading China futures contracts on market microstructure. Now I would like to improve the strategy and optimize the execution and risk management by real-time market data mining, stochastic optimization controlling.
The trading system is developed using China CTP api by C++. The analysis and modeling can use MatLab or TradeStation, C++ module provided is better.
Market data will provide for analysis and testing.
I need the help of the above improves.
April 15, 2018
I am looking for a mix of experience and value