Developing and enhancing quantitative trading systems and strategies for the cryptocurrency and commodity futures markets - BC-910

Project type: Research
Desired discipline(s): Computer science, Mathematical Sciences, Finance, Mathematics
Company: Eon Labs
Project Length: 6 months to 1 year
Preferred start date: 10/01/2024
Language requirement: English
Location(s): Vancouver, BC, Canada
No. of positions: 1
Desired education level: Master'sPhDPostdoctoral fellow
Open to applicants registered at an institution outside of Canada: No

About the company: 

Eon Labs Ltd. is an innovative fintech startup specializing in developing advanced quantitative trading systems and strategies. We are on a mission to drive the global financial market towards full efficiency. Since 2024, we have traded between $5 billion and $15 billion monthly in the crypto futures market. We value creativity, collaboration, and a can-do attitude, and we are looking for a like-minded individual to join our dynamic team.

Describe the project.: 

This project investigates developing and enhancing quantitative trading systems and strategies for the cryptocurrency and commodity futures markets. Utilizing machine learning for time series forecasting, the project aims to optimize trading performance through rigorous research and innovative approaches.

Objectives:

1. Developing Machine Learning Models:

• Research and implement advanced machine learning models tailored for time series forecasting in trading applications.
• Experiment with various architectures and techniques to improve model performance and robustness

 

2. Enhancing Forecasting Accuracy:

• Apply state-of-the-art methods and the latest research to increase the precision of market movement predictions.
• Conduct thorough evaluations and validations of forecasting models to ensure reliability and accuracy.

 

3. Optimizing Trading Strategies:

• Integrate the enhanced forecasting models into quantitative trading systems to develop more effective trading strategies.
• Continuously optimize these strategies based on real-world performance data and feedback.

Required expertise/skills: 

Technical Skills:

• Proficiency in machine learning languages and frameworks such as Python, TensorFlow, and PyTorch.
• Strong coding skills and the ability to replicate and implement research papers.

Research skills:

• Ability to conduct experiments and analyze complex data sets.

The role we are focused on is the Algo-Trading Strategy Researcher (ATSR): https://www.notion.so/eonlabs/Algo-Trading-Strategy-Researcher-ATSR-c6f63922b9d54d0d86453a6eb0975243. Additionally, the key performance indicator we prioritize at Eon Labs Ltd. is the Investment Time Horizon (ITH): https://www.notion.so/eonlabs/ITH-544a79dca6c74d349afb309dcde816e2.