Quant Developer / Algo Trader
Share a backtest you're proud of — strategy logic, results, and how you guarded against overfitting.
About Tapetide
Tapetide is an AI-first stock research platform for Indian markets (NSE/BSE). We turn fragmented market data — fundamentals, technicals, FII/DII flows, shareholding, corporate actions, and news — into one fast research surface, available through a web app, an AI chat assistant (Tape AI), and an MCP server that plugs directly into AI tools like Claude and Cursor.
What you'll do
- Design, backtest, and deploy systematic trading strategies
- Build data pipelines for OHLCV, fundamentals, signals, and derivatives data
- Engineer and validate signals — screen logic, factor models, momentum/mean-reversion
- Run rigorous backtests with realistic costs, slippage, and survivorship handling
- Integrate with our APIs / MCP server and monitor live strategy performance
Requirements
- 2–6 years in quant development, algo trading, or systematic strategy work
- Strong Python (pandas, NumPy); backtesting frameworks (vectorbt, backtrader, zipline)
- Solid grasp of market microstructure, order types, and execution costs
- Statistical literacy — you know overfitting when you see it
- Comfort consuming REST/JSON APIs and building data pipelines
Nice to have
- Indian markets (NSE/BSE, F&O)
- Rust, Go, or TypeScript
- Live algo deployment with a broker API (Kite, Dhan)
- MCP / LLM-tooling experience