- Examine time series and perform robust statistical analysis
- Strong understanding of co-integration, Granger Causality and vector auto-regression (VAR)
- Strong understanding of other lead/lag statistical methodologies for time series
- Understanding of trading strategy backtesting concepts (long/short/drawdown/sizing/volatility)
- Strong skills in Python
15 freelancers are bidding on average $419/hour for this job
Hello ,I am a long time coder and an algo trader myself.I developed my own platform over the years that could be useful for the purpose you want to achieve. Please feel free to contact me for further details.