I have a set of defined rules, together with a Python script that goes indepth into the rules. The Python script I have isn’t the full script, but it contains all the necessary logic and rules.  It connects to Norgate data.

The objective of this task is build a fully functional script to create a backtest, (using the script we got). So we can test/tweak as we deem fit.

Once the above is done, need a separate script we run weekly to churn out signals.

No high frequency/latency knowledge, no order book / level 2  required. Only using Settled/Close prices.

You must have a decent understanding of Futures trading. Eg. Term structure contango/backwardation. Rollovers.

Hourly Range: $30.00-$40.00

Posted On: February 28, 2024 08:27 UTC
Category: Scripting & Automation
Skills:Trading Automation, Python, Scripting, Python Script

Country: Singapore

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