Job Description
I’m building an event-driven market scanner as part of a phased automated trading system.
This posting is strictly for Phase 1 and does not involve any trading or execution logic.
Scope (Phase 1 only)
Design and implement a Python-based, event-driven system that:
- Ingests real-time or near-real-time market data
- Applies rule-based filters (e.g. price band, relative volume, gap detection)
- Incorporates news ingestion with keyword-based inclusion/exclusion
- Outputs qualified signals with transparent logging explaining why a symbol qualified
The focus is on data correctness, architecture, and extensibility, not profitability.
Non-Goals (important)
- No order placement
- No paper or live trading
- No indicator optimization (RSI, MACD, etc.)
- No machine learning
- No strategy ideation
Technical Expectations
- Python (clean, modular code)
- Event-driven / real-time system design
- Clear separation between data ingestion, signal logic, and output
- Code structured to allow later expansion into execution and risk management phases
Who this is for
This role is best suited for a quant-leaning software engineer or systems-oriented developer with experience handling real-time data.
The ability to reason about data quality, edge cases, and architectural trade-offs is more important than trading performance.
Engagement Model
- Phase-1, milestone-based engagement
- Expected duration: 1–3 months
- Strong potential to extend into later phases with adjusted scope and compensation
To apply
Please briefly describe:
1. Your experience with event-driven or real-time systems
2. Any exposure to market data or trading frameworks (if applicable)
3. How you would approach Phase 1 architecturally
Note: hourly rate is indicative and may be adjusted based on experience and fit.
Apply Now
Apply Now