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Seeking an algorithmic trading expert to develop a low-latency statistical arbitrage bot targeting cross-exchange perpetual futures. Key Requirements: - Execution latency strictly < 30ms (Rust or optimized Python C-extensions) - WebSocket stream orderbook depth L2 handling - Automatic hedge balancing and slippage protection - Historical backtesting verification over minimum 18 months of tick data.
Looking for a Pine Script v5 specialist to code a custom indicator and backtesting strategy based on volume-weighted delta divergence across 15m, 1h, and 4h timeframes. Must include webhook JSON payload triggers for automated execution on Bybit.