A high-frequency trading model with IB

[James Ma]

So it's the time of the year where I've just graduated and time to look for a job. With all job applications got seemingly sucked into black holes, I grew frustrated and decided to publish a trading system I've been working on in the hope that HR will take better notice of my application.

https://github.com/jamesmawm/High-Frequency-Trading-Model-with-IB

This model is built with Python and is tested with an Interactive Brokers demo account. Do you think this is a good idea for my job search? Or does the model appear too amateurish to get a job in this field? I don't do well in phone interviews either. Any advice with regards to job search (not the model) is greatly appreciated.

 

[daleholborow]

Why on earth would you publish a financial trading model then announce to the people reviewing it that it loses money (not so bad, IF you explain that its more a demo of your technical skills than your trading prowess perhaps) and ESPECIALLY that it's substandard quality and so probably fails to demo your technical skills ... (going off your github documentation commentary)??? What did you hope to achieve?

Keep in mind that most HR people wont typically have a clue what it is you will actually do in a quant-trader-type role. For that matter, this is often true of recruiters, other than in a buzzwordy/vague sense. (in my experience the degree of understanding varies quite a lot).

Perhaps most importantly, you fail to discuss why you fair poorly in phone interviews - perhaps whatever that reason is, is something you need to work on remedying?

Good luck

 

[pingu]

I don't do well in phone interviews either. Any advice with regards to job search (not the model) is greatly appreciated.

why? Improve your phone interview skills.

 

[Yike Lu]

Like the use of live data. Dislike the haphazard half live/half backtest way you do it. This code does not deal with any of the truly difficult issues of an intraday strategy like limit order placement and multithreading. Look at the IB Java API for hints on how your architecture should look.

 

[James Ma]

The answer doesn't seem to come when someone over the phone demands an answer in one minute. Only when I put down the phone, the answer to mind immediately. Maybe it's the pressure.

Great comments, thank you. Looks like I will be spending the rest of my time working on this.