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Develop Algorithmic Trading Strategies
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Finance & Management > Other - Finance & Mgmt

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  • Posted: Mon, Apr 08, 2013
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:
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  • Start: Immediately
  • Hourly Rate: Not Sure
  • Hrs/wk: Not Sure | Duration: 3-4 weeks
  • Work View™ Payment Protection
  • W9 Not Required
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Work on a Project to Develop Quantitative Trading Strategies

* Evaluate Data, Come Up with Strategies, and code Strategy in a tool like Matlab.

• Development of adaptive clustering algorithm to augment linear regression prediction of stock, derivative, or FX, returns for High Frequency Trading (HFT). Features included adaptive dimensionality reduction and subspace projection and machine learning with profited-weighted error metric.

• Development of strategies based on mean reversion(long/short) and momentum strategies(Trend following), alpha generating models using fundamental factors like Earnings yield, Dividend yield, revenue growth etc.

Modeling of volatility using GARCH models, Exponential Moving weight average(EMWA) and Stochastic models.

Competent in stochastic calculus, Partial differential Equations (PDE), Ito's Lemma, mathematical probability distributions, statistical concepts, theorems, mathematical expectations, calculation of Greeks, implied volatility and linea...

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Job ID: 40015583
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Hourly Rate: Avg $ | High $ | Low $ — Show Pricing
  • Submit Date (Latest)

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Nikhil K.'s identity has been verified.  Learn More
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I'm a 13 years experienced statistician and a 3 years experienced in Web Marketing, Online Survey and Web Researches. I have worked with academic...
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