Market Regime

· I need an N8N workflow that classifies the current crypto market environment for each trading pair.The agent's output will be read by all other agents to adjust their behavior. · ...

I am building a regime-aware market intelligence system designed to classify risk-on / risk-off market regimes using Hidden Markov Models (HMMs) and ensemble machine-learning techniques. · ...

+Job summary · We are looking for a senior engineer with strong experience in Hidden Markov Models (HMMs) to build a system that predicts and classifies market regimes from financial time-series data. · +Build the core regime model, an ensemble framework for stability, and a sign ...

A real-time crypto narrative + market microstructure system ingests exchange data (ccxt), runs periodic LLM analysis (OpenAI), generates structured narrative heatmaps. · ...

I am looking for a highly experienced algorithmic trading developer with strong understanding of both markets and coding. · Python for algorithmic trading and backtesting · ...

+Job summary · This is a true Managing Director mandate to lead a globally critical Markets capability for a major international financial institution, with enterprise-level accountability and direct engagement at ExCo and board-facing levels. · +Regulatory Reporting & Controls · ...

We are seeking a machine learning–focused Quant to research, develop, and deploy predictive models for mid-frequency trading strategies in prediction markets. This role is strictly focused on modeling, research and validation. · Apply rigorous exploratory data analysis, feature e ...

We are seeking a Senior AI Orchestrator to lead our LLM-driven orchestration layer between natural language and a deterministic Python library. · The ideal candidate will have experience with Large Language Models, AI Model Integration, ChatGPT API Integration, and Model Deployme ...

We are building a production-grade market state modeling system that transforms financial and macro data into stable probabilistic risk signals for portfolio and volatility decision-making. · Quantitative finance, trading, or portfolio systems · Nonstationary ML modeling · Produc ...

Architect end-to-end AI/ML pipelines for financial time-series data. · Design explainable models for: Mutual fund rankings. · Momentum regime detection · ...

Build a deterministic state machine that combines market regime/context + my setup families + triggers + risk rules into daily/session outputs: Market State, Eligible Setups, Risk Mode, and Blockers with an audit trail. · ...

We are a stealth FinTech startup using proprietary data mining and machine-learning models to predict short-term market volatility and price movement. · We're looking for a quant-oriented finance analyst to analyze our model outputs and identify additional technical patterns that ...

+The system optimizes volatility strategies (income from premium) with directional bias taken from S&P 500/Nasdaq trend and RSI. · +To favor short calls on inverse ETFs – bearish/neutral view on the market (expecting market weakness or consolidation). · +,+,+,+ ...

Nyuro Strategies is seeking a hybrid Quantitative Researcher & Machine Learning Engineer to design, research, and architect fully automated systematic trading strategies. · ...

We are looking for a highly experienced Pine Script developer with a strong quantitative trading background.This role focuses on building robust, production-grade TradingView indicators and strategy scripts that must perform reliably across symbols, timeframes, and market conditi ...

We are looking for a high-caliber Quant Developer who can design, build, optimize, and productionize institutional-grade algorithmic trading systems.The role goes beyond simple strategy coding — the objective is to build a full-stack quant engine that supports automation, optimis ...

We are looking for a highly experienced Pine Script developer with a strong quantitative trading background. This role focuses on building robust, production-grade TradingView indicators and strategy scripts that must perform reliably across symbols, timeframes, and market condit ...

AQR is a global investment management firm built at the intersection of financial theory and practical application. · Conduct comprehensive and timely reviews of various materials. · Assess materials across multiple asset classes and investment strategies for compliance with appl ...

I'm hiring quant candidates for a paid test project focused specifically on backtesting, reverse engineering, and robustness validation of an existing SPX options strategy. · ...

We are seeking a Quantitative Researcher to work across Indian markets (NSE/BSE/MCX/INX) from IITs / IIMs only. · The role includes market microstructure research, alpha signal development, statistical modeling, · and collaboration with traders and engineers to deploy strategies ...