I’m building an event-driven market scanner as part of a phased automated trading system. This posting is strictly for Phase 1 and does not involve any trading or execution logic. Scope (Phase 1 only) Design and implement a Python-based, event-driven system that: • Ingests real-time or near-real-time market data • Applies rule-based filters (e.g. price band, relative volume, gap detection) • Incorporates news ingestion with keyword-based inclusion/exclusion • Outputs qualified signals with transparent logging explaining why a symbol qualified The focus is on data correctness, architecture, and extensibility, not profitability. Non-Goals (important) • No order placement • No paper or live trading • No indicator optimization (RSI, MACD, etc.) • No machine learning • No strategy ideation Technical Expectations • Python (clean, modular code) • Event-driven / real-time system design • Clear separation between data ingestion, signal logic, and output • Code structured to allow later expansion into execution and risk management phases Who this is for This role is best suited for a quant-leaning software engineer or systems-oriented developer with experience handling real-time data. The ability to reason about data quality, edge cases, and architectural trade-offs is more important than trading performance. Engagement Model • Phase-1, milestone-based engagement • Expected duration: 1–3 months • Strong potential to extend into later phases with adjusted scope and compensation To apply Please briefly describe: 1. Your experience with event-driven or real-time systems 2. Any exposure to market data or trading frameworks (if applicable) 3. How you would approach Phase 1 architecturally Note: hourly rate is indicative and may be adjusted based on experience and fit. Apply tot his job