Custom Strategy Backtesting - Quantitative Researcher – DeFi Liquidity & Hedging Strategy
UpworkUSNot specifiedintermediateScore: 40
Artificial IntelligenceMachine LearningQuantitative AnalysisAlgorithm DevelopmentPythonMetaTrader 5Time Series ForecastingEconometricsPortfolio ManagementStatistical AnalysisFeature EngineeringExploratory Data AnalysisWeb ScrapingAlpha TestingForex Trading
We are seeking a quantitative researcher to backtest and refine a regime-based, multi-band dynamic delta hedge applied to an ETH/USDC Uniswap liquidity strategy.
The system uses short ETH perpetuals to offset LP exposure, with the objective of principal protection and impermanent-loss mitigation while preserving fee income.
Scope includes:
• Backtesting over 3–5 years of ETH data
• Stress testing across major market events
• Risk metric evaluation and robustness validation
• Structural improvements to enhance risk-adjusted returns
Project-based engagement with potential for continued collaboration.
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