Quantitative Research for intraday futures trading
1 month ago

Job summary
I am researching a proprietary execution engine for intraday futures strategies focusing on RTY NQ ES and YM.The core logic revolves around Opening Range Breakouts ORB volatility-adjusted trend following.
Responsibilities
- Rapidly implement and iterate on intraday logic e.g ORB with directional bias VWAP pullbacks Order flow Option data
- Maintain and improve an event-driven backtester handling mixed frequency data limit vs market orders
- Build tools to visually verify trade execution overlaying trade entries/exits on candlestick charts to confirm logic
- Run parameter sweeps and sensitivity analyses to ensure strategies are not overfitted to specific noise
Job description
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