Pair Trading / Statistical arbitrage auto trading software for Interactive Brokers api with intraday and daily capability
$200-1050 USD
Concluído
Publicado há quase 9 anos
$200-1050 USD
Pago na entrega
Experienced with pair trading/statistical arbitrage a must.
Need to build program that can trade two stocks or futures contracts , one long and one short (pairs trading) through the interactive brokers API for now. To give you an idea please take a look at [login to view URL], you can download it to get an idea of the home page and the charts. [login to view URL] is also another free reference point.
Core details version 1.
1) Must be able to enter two symbols and divide one into the other to obtain its ratio. (Stock A / stock B) or (futures contract A/ futures contract b) and enter a mean/moving average and software will track the pair ratio for extreme standard deviations (STD) from the mean.
2)Mean/moving average must be customizable for each pair.
3) time frame must be customizable , daily bars and intraday and update in real time during the day as I will trade intraday time frames and ,onger term time frames like daily or even weekly. Time frames must be customizable.
4) must be able to run multiple versions of itself set to different settings in paper mode or live mode. this is so I can run intraday models along side longer term.
5) . information/data shown on home page will be
stock 1, stock 2, price 1, price 2, Ratio, delta/std, % from mean, correlation, cointegration, volatility, rsi of ratio, rsi spread between the two stocksor futures.
6) columns must be sortable & lookback period for all must be customizable and settings saved so I dont have to keep entering settings when software loads.
7) Entry- ability to enter when set STD has been breached by a predetermined amount and ability to layer at least 5 layers. EXAMPLE: set buys to happen STD 2.0 , 3.0 3.8 or whatever I set to. If I only set one layer others not in use.
8) Ability to enter a dollar amount and software will figure out via real time quotes how many shares to buy/short. EXAMPLE. $10,000 to trade. Software will divide by 2 and enter 5000 long, 5000 short and will figure out amount of shares to buy via real time quotes.
For futures contracts I will set the ratio of how many contracts to buy of each for now in this version
9)Must have GUI and charts of Ratio, %from mean, RSI of the ratio, and standard deviation chart. Charts lookback must be customizable. I can send you a drawing of the GUI for order entry.
10...even though I dont use stop losses much I would like ability to set stop loss by % loss of trade, or dollar loss. Remember one trade = 2 stocks or two futures contracts.
11. Profit exit: ability to tell software to exit when STD reverts to a certain point. either 0, or .5 or 1.0. must be customizable to any stranded deviation
12.. must keep records reflecting profit/loss, % win to loss etc.. for all trades, . the more stats the better and must draw equity graph..
13. must be able to turn off autotrade and let it run on manual trade and must be able to email me alerts.
Job can be broken up into 3 milestones at most if you prefer milestones but no more then that. It just becomes to much work and confusing with many milestones.
I have extensive experience in custom automated trading apps and the Interactive Brokers API. I am a proud professional for the past 27 years, currently state licensed in Florida, USA. You will be getting nothing shy of professional service from me at a discounted rate due to my need to establish a reputation on this website. Clear, concise communication and tested, well engineered deliverables.. I guarantee satisfaction because that is what my reputation stands on. Please see my website for a bit more information on my capabilities. Peter Alexander [login to view URL]
$1.111 USD em 15 dias
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I am a Python expert with experience in Web scraping , API integration and lexical analysis.
I can help you with your requirements.
Please initiate online chat.. so we can proceed with discussion
Dear Hiring Manager,
We can do this JOB efficiently and effectively
Have a great day to you, I am interested to do this job, I have over 15 years experience in the field of website design, graphc design, php, html. And I am a computer and web savvy, my goals are to make the employer/ customer happy and give better quality of work and I am ready to dedicate time for this project. Thank you
Kind regards
Heric. P.
Note: I am quick, detail oriented and have expert team members with me to do this job and have high speed internet connection and I look forward to hearing from you to start this job soon. Thanks