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

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Job Description

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  • Posted: Mon, Apr 08, 2013
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:

    You are still able to submit a proposal for this job.

    The client prefers freelancers from
    a different location.

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

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I'm a 14 years experienced statistician and has 4 years of experience in Web Marketing, Online Surveys and Web Researches. You are welcome to visit...
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