Algo-Trading Research Scientist 2023
Source: Notion | Last edited: 2023-01-19 | ID: 9984738a-d34...
🐉 Candidates
Section titled “🐉 Candidates”2023-01-05 Olivier Rousselle, PhD (French Human-Design Bot ETHUSDT SuperTrend indicators)
YES, with scale of 8. I have about one year of experience of crypto algorithmic trading. I currently work for a french company to develop trading strategies for Binance futures. I use Python for the backtests and live strategies. YES, because I’m passionate by crypto, development of algorithms, coding. And I’m convinced that crypto and blockchain will grow in the future.
这里有一份附带的 performance result，看来挺不错：
2023-01-04 LinkedIn: [Logan Sahota](https://www.linkedin.com/in/logansahota/) arbitrage delta neutral strategy for [Proxima Capital](https://www.linkedin.com/company/proxima-capital/people/) (company ended due to investor pulling out money)
找我们寻求合作或工作机会。他们过去12个月的arbitrage策略有大概30%盈利 Proxima Capital 创始人之一 OLIVER CHALK 接受彭博社专访
备注：WhatsApp 接续的对话（1-on-1 会议再跟你说明）： Sorry, by risk framework I mean’t more about exchange / counterparty thresholds; am I free to choose and measure the counterparty risk? Can speak about this more in detail when we next speak. Regarding the PNL scheme, would you be open to a contract that would allow for a lump sum vested for a 6 month period (to cover basic expenses) until we are in prod? Once in prod, we would be open to commision-only and the lump sum received would be deducted from the first commission payout. Most market-neutral, delta-one, strategies exist between multiple venues as there are many market inefficiencies between them. For instance, most exchanges will have sub-accounts that we can use, but I feel it will become important to have access to certain DeFi money markets as additional hedging venues. How would access to these decentralised lending markets be provided and controlled on our side? e.g. a custodian model (usually charged at a premium)
In the event the lump sum cannot be paid back on commission (by agreed time period), all IP would be handed over to you. Otherwise, IP is never disclosed and is mine. If you interested in doing this, we can then start writing up a contract with the specific details. Please feel free to send me over the specific performance metrics you mentioned, I will reach out to my previous employer to request those documents.
2023-01-03 Alan Lin China HFT experience in China commodity
2022-12-28 Roei Bar-Aviv Founder of Quant Firm (Many Strategies available for partnership)
2022-12-14 Sharath Sathish (London post-doc)
持续接洽中，他主攻 LOB 数据整理。
7 is my score as I in the field of time series analysis for over 8 years and recently on algorithmic pricing of B2C commodity. The overlap on skills, programming experience, domain knowledge is substantial…Time series forecasting across ARIMA, bayesian (Prophet/Orbit), Random Forest/XGBoost, Causal Inference, LSTM to Deep Reinforcement Learning…Backtesting, A/B test
Yes. From time series in Engineering I have moved to time series forecasting in Retail B2C Algorithmic Pricing. The next leg in my career aspiration is Algorithmic Trading. I am already taking up AT courses on Udemy and Coursera and planning to go live in Metatrader.
🐬🦉 Interviewed Chen
Section titled “🐬🦉 Interviewed Chen”wayne
TGTBT sivan langer
sharpe ratio detrend / upside potential
loss max
👎 Outed
Section titled “👎 Outed”🗺️ Legend
Section titled “🗺️ Legend”📺 = Lark video conference minutes available
🐉 = comment by Terry after Calendly appointment meeting
🍚 = have existing stable job
💥 = open to partnership
🧪 = algo or AI trading experience
⚓ = willing to accept Coderbyte-powered online coding challenge
🍉 = Lark video conference call reviewed by May
💕 = DONE both I. and II. Assessments; James rated okay
👎 = Failed James I. Coding Review
👍 = Passed James I. Coding Review