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Benjamin V. | Elance
 
176985602337900
Last Sign-in: May 27, 2015

Benjamin V.

NinjaTrader, TT, APIs, FIX, R, TradeLink
   Spain
  |   Boadilla del Monte, Madrid
  |  10:08 am Local Time

Overview

Minimum Hourly Rate $85

I am an expert quant developer (C#, C++ and R), with a solid background in software development, trading, physics, mathematics, engineering and research.

I am experienced coding for traders and quants, and familiar with the mechanisms and workings of securities markets, exchanges and market data (both time & sales and full order book).

I am experienced working with - and coding against - trading APIs and other common elements of the client/message server architectures typically seen in trading systems.

I am an expert in systematic...

Read More »
Mar 18, 2015|Software Application|$22,860|Working
Mar 10, 2015|Other IT & Programming|$600|Completed
|
5.0
Feb 19, 2015|Financial Reporting|$143|Completed
|
5.0
Jan 30, 2015|Other IT & Programming|$1,074|Completed
|
5.0

View All »

Portfolio

Commercial managed order mode custom strategy incorporating custom indicators.
Automated trading strategy application integrated with Trading Technologies X_Trader...
From a custom developed Trade Client (using C#, QuickFixN)
Proprietary Windows application providing workspace for work with tick data (both FX,...
Post-signal snapshots of price extremes
Box-and-Whisker plot of post-signal price extremes
To better understand how an instrument typically trades throughout the day.
To determine optimal rollover policy for futures contracts; to make synthetic...
Defining and documenting trading signals, researching trading signal strength,...
To compare an instrument's returns with those from a Normal Distribution
For studying aggregational gaussianity of log return distribution.
To compare an instrument's returns with a Normal Distribution, and to investigate...
To identify the occurrence of market regimes most appropriate for a given trading...
Bad Ticks make backtests and optimizations ineffective. See link below for more bad...
http://tickmaster.webs.com/apps/photos/

Skills (15)

Tested
NinjaTrader
Trading
TT API
TT Exchange Gateway
TT X_Trader
C#
R
Systematic Trading
Tick Data
Python
Trading Technologies
QuickFix/n
XTAPI
X_Trader API

Service Description

Quantitative development
= = = = = = = = = =
I follow an Agile code development methodology, that allows traders and quants to see quickly what is being developed so they may give early feedback into each iterative development cycle.
o Algos.
o Systematic trading.
o Market making.
o Strategies, indicators, signals.
o Order management systems. Execution management systems.
o Quantitative development. Coding. Debugging. Code conversions from other platforms.
o Trading signal research. Backtests. Optimizations.
o Extremely familiar with C# coding for TT API, NinjaTrader, QuickFix/n, and TradeLink, and C++ coding for MetaTrader, and ThinkScript coding for ThinkOrSwim.


Quantitative Strategy Research & Development
= = = = = = = = = =
- Research and creation of custom indicators or trading strategies.
- Code conversion to NinjaTrader or TT API.
- Empirical statistical research and studies of trading signals.
- Swing trading, High Frequency Trading, and Ultra High Frequency Trading

Financial Tick Data Specialist
= = = = = = = = = =
- Expert in cleaning, scanning and analyzing financial tick data
- Importing and migrating between trading platforms
- Merging futures contracts to form synthetic continuous futures
- see tickmaster.webs.com

Trading Infrastructure set-up and management
= = = = = = = = = =
- Provide trading and technical expertise in relation to trading infrastructure set-up and management, including server co-location.

1 RISK STATEMENT
= = = = = = =...

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Employment

Various
Algorithmic Researcher, Strategist, Coder, Trader
2009 - Present
Established myself as independent researcher, strategist, architect, builder and trader of automated systematic trading strategies, currently with two prop trading group clients; recently completed...
Private Company
Interim General Manager, Madrid
2008 - 2009
Proprietary managed futures trading firm. Reporting to Londonís Managing Director, my prime objectives were to manage Madrid office (15 Spanish staff, 2008P revenues c. Ä4 million in Spain) through...
Private Company
Consultant
2008 - 2008
After selling my business, I worked for 6-months for the acquiring parties to assist the acquiring Managing Director with merging the business's operations into new parent and handing over existing...
Private Company
Founder and Managing Director
2000 - 2008
I founded, grew and managed a UK-based, software-as-a-service company which developed and commercialized a market-leading software application, becoming largest provider of comparable services to...
Merrill Lynch
Vice President, Investment Banking, Global Energy
1998 - 2000
In New York and London; worked with bankís clients in oil and gas industry and related sectors, with principal focus on M&A, and advisory. Advised AAAAA on acquisition of 14.99% stake in BBBBB for...
Chase Manhattan
Associate, Global Oil & Gas Group, Chase Securitie
1994 - 1998
Participated in business generation and development of client relationships; developed well-rounded corporate finance skills through transaction experience in both London and New York in areas...
Schlumberger Wireline & Testing
Senior Field Engineer
1989 - 1993
Leader of oil-well electric-logging crew; represented Schlumberger on clientís oil rigs, working entirely in Spanish at locations within Argentina, Bolivia, Chile and Venezuela; learned to work for...

Education

Imperial College, London, UK
M.Sc. Petroleum Eng
1993 - 1994
Oxford University, Oxford, UK
B.A. Hons Physics
1986 - 1989

Keywords

Trading
Tick Data
Algorithmic
Systematic
NinjaTrader
MetaTrader
TT API
R
QuickFix
QuickFix/n
TradeLink
IDC
eSignal
AIQ
My Snapshot
Elance Level
Level represents activity and experience on Elance. Freelancers start at Level 1 and achieve higher levels through their work. A higher "Level" indicates greater earnings, ratings and other achievements on Elance. Learn More »
  • 12 months
  • Lifetime
Jobs
Total
Milestones
Hours
Reviews
4.7
Recommend
Clients
Total
Repeat
Earnings
Total
Per Client
Identity
Username
SystematicTrader
Type
Individual
Member Since
September 2013
Elance URL
Verifications
0
Benjamin V. | Elance

Benjamin V.