Looking for quant or systematic traders

  • Thread starter Thread starter MSal
  • Start date Start date
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12/21/10
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My trading group is looking to add a quantitative or systematic trader with a successful short-term, limited capacity strategy. The ideal strategy is mostly market neutral (intraday directional position is fine) and is focused on the US/Canadian/Japanese cash equity market or CME/ICE futures markets. Generally track records need to be 3+ sharpe to fit our portfolio. We we offer capital and support for your strategy(ies), an attractive formulaic payout, and a low transaction cost, low latency, trading infrastructure. You can maintain your independence with a non-exclusive relationship and retain full ownership of your IP. If interested, please message me with general summary information about your strategy as well as anything else you think I should know.

Also separately interested in potentially partnering with other small trading groups to leverage better economies of scale, expand trading access, consolidate some operational aspects, collaborate on an idea, or partner in other ways. To fit as a potential partner its likely you are trading medium to high frequency strategies in the equity or futures markets.

There isn't much information publicly available about my firm but here is an article with some background: This tiny hedge fund has an incredible track record, and outsiders can't understand how
 
Hello,

How can we get in touch?
The conversation functionality on QuantNet does not seem to work for new accounts.

Thanks
 
Probably would be better to just put a job posting on LinkedIn or connect with a headhunter. This forum doesn't really serve as a job posting platform - a lot of the people you will talk to on here won't meet the requirements you need.
 
Kind of makes me chuckle when people just toss sharpe ratios out there. Like 3+, seriously? Don't you kind of need more info on that number, most importantly the size of the book, number of trades?
 
Websters:
generally
adverb
"in general terms; without regard to particulars or exceptions"

Happy to amuse you two but the reality is that generally, 3+ sharpe strategies are the only ones that fit our portfolio. Yes there are exceptions and its not a perfect measure, but that's why we are speaking in general terms.

The statement has been quite effective in reducing the responses to those that are reasonably likely to be a fit, so generally people do get the sense of what we are looking for from the statement despite it being an imperfect measure.
 
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