I am an analyst at an Asset Manager based in London and I am new to Quantopian.
I am looking for a partner or partners from the Quantopian community with the necessary Python skills and mathematical background to be able to accurately replicate and backtest (on Quantopian) a selection of academic papers as part of a project we are about to commence.
Initially it would be an arbitrary selection of 10-15 recent papers but, depending on the results, could evolve as a longer project in which you could potentially remain involved if desired.
We would of course be willing to compensate you for your time in coding up and testing the initial papers and you would be more than welcome to clone the algorithms for your own use/development. Let’s discuss this further if the project sounds interesting to you.
It’s really important that you possess the necessary skills to understand and accurately replicate the mathematics usually associated with trading based academic research, much in the same way the Quantpedia Strategy Series has tested papers posted on Quantpedia. Your ability to accurately understand the logic within the papers and code them without error will be the critical factor in finding the right partner for our needs.
Please feel free to PM me with any questions or enquiries about the project and I will of course use the opportunity to tell you a little more about us.
Thanks in advance for your interest!