上海洛书投资管理有限公司
high frequency trader
金融/银行/会计
证券/投资/期货
上海
经验不限
本科
面议
公司介绍
洛书投资是一家专注于量化投资的私募基金管理人，其团队具备丰富的海内外市场的投资经验，投资策略包含CTA、股票、期权，自成立以来为委托人创造了高于市场平均水平的绝对收益。
职位描述
Responsibilities
Designing, implementing, and deploying high-frequency trading algorithms
Exploring trading ideas by analyzing market data and market micro-structure for pattern.
Creating tools to analyze data for patterns
Contributing to libraries of analytical computations to support market data analysis and trading
Developing, augmenting, and calibrating exchange simulators
职位要求
Requirements:-
You must have 1+ years of future high frequency trading strategy design.
Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data.
Strong programming skills in C++ and Python
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