High Frequency Data Analysis & Quantitative Finance

If you a programmer from the United States, and has a background in High Frequency Data Analysis, please respond with a brief bio: The program needed will be utilizing this type of strategy, but with simple modifications. 1. Fast database scanning methods for pattern searching. 2. Specific indicator pattern recognition functions. 3. Higher level cluster scanning optimization based on the specific structure of the indicators / pattern. 4. Strategy optimization of the parameters with back-testing. 5. Trade-station connection methods for receiving live tick data streams. 6. A basic user interface for monitoring and control of status and orders. In essence, all the mathematics have been calculated, algorithm exists, and logic is very clear. A black box will need to created, for the future's market, which will create a signal, once all conditions are met. Here is an article with description: [login to view URL] please do not respond if you are not familiar with the language in the article, and are from the United States.