Python Developer - HFT Trading firm - Chicago, IL

R

Rich Moss

Python developer needed for math/trading applications and research at
leading HFT firm. The person we are searching for will have a strong
background with python programming and the ability to work with very
large historical datasets. You should have a very strong math
background as well. This can involve writing very complicated python
scripts and programs! You will work very closely with traders and
quantitative analysts in their equities trading group on state-of-the-
art trading strategy and execution systems.

Requires:

Strong python programming experience developing applications and
scripts using complex regular expressions

Strong math knowledge and education
Experience working with massive datatsets/historical data

This company is a top-tier electronic, algorithmic trading firm,
located in Chicago, IL. This firm is one of the most advanced high
frequency electronic trading firms in the world and uses python
throughout the company, as well as other languages. This firm has a
culture that rewards creativity and hard work. No third parties,
please. We will not consider candidates from outside the USA. No
telecommuting. We offer very generous compensation (best in the
industry), fantastic benefits and very generous relocation packages.
Please contact me immediately with a resume!

Send resumes to:

Rich Moss
(e-mail address removed)
 
L

Lawrence D'Oliveiro

In message
Rich said:
Python developer needed for math/trading applications and research at
leading HFT firm.

Wasn’t HFT an exacerbating factor in just about every major stockmarket
downturn since, oh, 1987?
 
R

Raymond Hettinger

Wasn’t HFT an exacerbating factor in just about every major stockmarket
downturn since, oh, 1987?

IMO, it was a mitigating factor.
HFT firms provide liquidity and help price discovery.
Investor sentiment is what drives rallys and crashes.


Raymond
 
E

Emile van Sebille

On 8/21/2010 10:32 AM Raymond Hettinger said...
IMO, it was a mitigating factor.
HFT firms provide liquidity and help price discovery.
Investor sentiment is what drives rallys and crashes.

Mitigating? Trading applications that allow order-of-magnitude bad data
through causing automated trading systems to follow suit dumping stock
at a loss of billions sounds more like an instigating factor.

http://www.nytimes.com/2010/05/07/business/economy/07trade.html

Investor sentiment _should be_ what drives rallys and crashes, and
likely is over extended periods, but appears no longer to be the only
factor in market volatility.

Emile
 
L

Lawrence D'Oliveiro

In message
Raymond said:
IMO, it was a mitigating factor.
HFT firms provide liquidity and help price discovery.
Investor sentiment is what drives rallys and crashes.

Someone who doesn’t understand how positive feedback can lead to
instabilities in a dynamical system.
 
G

Gregory Ewing

Lawrence said:
Someone who doesn’t understand how positive feedback can lead to
instabilities in a dynamical system.

Let's hope the person they hire makes it his first task
to introduce a big dollop of negative feedback into the
system!
 
L

Lawrence D'Oliveiro

Let's hope the person they hire makes it his first task
to introduce a big dollop of negative feedback into the
system!

Actually the normal way to prevent instabilities is to add damping to leak
the energy away. In an economic system, that’s generally called “Government
regulationâ€.
 

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