Position Responsibilities: Backtesting and Replay Engine Development - Build an event-driven quantitative backtesting framework supporting tick- and candlestick-level replay. - Simulate real trading behaviors (order placement, slippage, latency, P&L tracking). - Output strategy performance metrics (return, drawdown, Sharpe ratio, win rate, etc.). Real-Time Signal and Indicator Computation Module - Develop a high-performance indicator calculation engine (RSI, EMA, MACD, ATR, VWAP, Bollinger Bands, etc.). - Provide standardized interfaces (REST/WebSocket) for upper-level DSL and AI agents. - Maintain the time series data pipeline and caching system (ClickHouse preferred). Quantitative Monitoring and Analysis System - Build a visualization system for strategy status, signal monitoring, and performance analysis. - Implement data visualization and charting for P&L, positions, risk exposures, etc. - Optimize data query and rendering performance. Quantitative Strategy Research and Validation - Research, develop, and validate profitable quantitative trading strategies using the constructed systems. - Analyze the impact of different indicator combinations, parameters, and trigger conditions on strategy performance. - Deliver backtesting results and performance analysis reports for model optimization. Position Requirements: - Native Chinese speaker or engineer fluent in Chinese. - Proficient in Python or Go, with experience building trading system core modules from scratch—especially backtesting engines, factor/indicator pipelines, and variable-parameter frameworks. - Familiarity with real-time market data, Web3 integration, and LLM automation, with the ability to rapidly translate ideas into deployable trading features.