Python (Backtrader) Developer

Summary

Specialist in Backtrader Systems Development:
Daubechies D4 Wavelet Transform via Lifting with Donoho thresholding
https://community.backtrader.com/topic/1990/daubechies-d4-wavelet-transform-via-lifting-with-donoho-thresholding 
Haar Wavelet with Lifting and Incremental Option
https://community.backtrader.com/topic/1312/haar-wavelet-with-lifting-and-incremental-option 
Backtrader wrapper indicator exposing GBS/Bj-St 2002 Options Greeks: delta, gamma, theta, vega and rho
https://community.backtrader.com/user/bigdavediode?page=3 
Calculate an Option's Implied Volatility using GBS/Bjerksund-Stensland 2002
https://community.backtrader.com/topic/785/calculate-an-option-s-implied-volatility-using-gbs-bjerksund-stensland-2002/4 
Rolling VWAP (in four lines):
https://community.backtrader.com/topic/1520/help-with-volume-weigthed-moving-average-vwma-indicator-needed 
Zigzag Indicator (reduced 100 lines of code to 18):
https://community.backtrader.com/topic/1390/zigzag-indicator/2 

Expectations

Algotrading, market analysis, quant oriented tasks.

Work in Canada
Employment Preference
Experience

Total Professional Experience

30 years

Startup Experience

4 years

Top-tech companies (FAMGA)

no experience

Enterprise Experience

5 years
Skills
  • Python
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