Consultation: Machine Learning Integration for Trading Strategy Optimization

Looking for an experienced Machine Learning Engineer to guide the integration of a reinforcement learning model with our proprietary C# trading strategy on the NinjaTrader platform. The focus will be on a system that not only makes real-time decisions but also dynamically optimizes strategy settings to adapt to current market conditions.

Applicants are requested to submit a relevant examples of past work or case studies.

Further engagement for the implementation phase may be considered based on the outcomes of the consultation.

Consultation Objectives:

Analyze our existing trading strategy for the potential integration with a reinforcement learning model.

Propose a design for a system capable of real-time decision-making, optimization of strategy settings, and continuous learning from market conditions.

Outline methodologies for backtesting, forward testing, and techniques to avoid overfitting, ensuring the model’s robustness and generalizability.

Present an estimated scope of work, including a timeline and budget, for the integration of a machine learning system that meets our optimization and testing criteria.

Discuss the data, infrastructure, and technology stack necessary for supporting real-time analysis and learning.

Identify potential challenges in integrating Python-based machine learning with C# within NinjaTrader and propose viable solutions.

Recommend machine learning libraries and tools suitable for developing and testing the reinforcement learning model.

Advise on the creation of a testing framework to validate the performance of the integrated system in simulated and live environments.

Offer best practices for maintaining model integrity, updating parameters, and documentation for future reference.

Consultation Details:

The initial consultation will be conducted remotely.

The consultant will be expected to provide a preliminary assessment and strategy within a specified timeframe.

Qualifications:

Proven expertise in machine learning with a focus on reinforcement learning and its application in real-time systems.

Strong programming skills in Python and experience integrating with C# environments.

Familiarity with financial trading algorithms and the NinjaTrader platform’s API.

Experience with machine learning model validation, backtesting, and forward testing strategies.

Knowledge of techniques to avoid overfitting and ensure model robustness.

Excellent strategic planning, analytical, and communication skills.
Preferred:

A portfolio of successful machine learning projects in the financial sector.