Algorithms

Title: Senior Python Quant Developer – Async Trading System (SPX/XSP 0DTE) --- Overview: We are seeking an experienced Python developer with a strong background in algorithmic trading systems to implement a fully specified, event-driven trading architecture for SPX/XSP 0DTE options. This is NOT a strategy design role. This is a strict implementation role based on a complete institutional-grade specification. --- Project Scope: You will build a production-grade trading system with: - Async event-driven architecture (Python 3.11 asyncio) - Real-time WebSocket data ingestion (Polygon.io) - Broker execution integration (Schwab API) - Deterministic signal pipeline: DATA → FILTERS → CONTEXT → SIGNAL → RISK → EXECUTION → FEEDBACK - Tick-level processing and candle construction - Gamma exposure (GEX) modeling and regime filtering - Strict risk management and execution constraints - Monitoring, logging, and fail-safe systems --- Key Requirements: You MUST have experience with: - Python asyncio (non-blocking systems) - WebSocket data streaming - Trading system architecture - Order execution systems (limit orders, slippage handling) - Concurrent state management Strong preference for: - Options trading systems experience - Market microstructure understanding - Low-latency system design - Experience with Polygon, Schwab, or similar APIs --- Critical Constraints: - NO redesign of architecture - NO deviation from specification without approval - NO blocking code - Must implement: - Async locks (race condition prevention) - Order shadowing (no overlapping trades) - Broker reconciliation (state integrity) - Execution retry + cancel/replace logic --- Deliverables: - Fully working modular Python codebase - Integration with live data + broker APIs - Logging, monitoring, and diagnostics layer - Paper trading validation (minimum 5–10 days) - Deployment-ready documentation --- Timeline: Target: 5–8 weeks (depending on experience and availability) --- To Apply: Please include: 1. Examples of trading systems you’ve built 2. Experience with asyncio / concurrent systems 3. How you handle order execution and slippage 4. Your approach to preventing race conditions in async systems --- Important Note: This project requires precision and real-world trading system experience. If you have not built event-driven trading systems before, this is not a fit.