Find freelancers. Lose those costly delays.

With 1.7 million freelancers, we'll match you with the perfect talent.

or, Register with Elance »

Develop Algorithmic Trading Strategies
Sign in to Add to Watch List

Finance & Management > Other - Finance & Mgmt

View Change History

The client has made the following changes to the job.


Job Description

  |  Change History >>


  • 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.

    You're still able to submit a proposal for this job, regardless of your location.
  • Start: Immediately
  • Hourly Rate: Not Sure
  • Hrs/wk: Not Sure | Duration: 3-4 weeks
  • Work View™ Payment Protection
  • W9 Not Required
Sign in to view client's details

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...

Sign in or Register to see more

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

 Russia  |  
I specialize in Financial Research. I have been working in the financial sphere for a number of years - 3 years at an established USA-based forex...
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 40157643  |  Submitted: Apr 11, 2013 04:05 ET 
Proposal SEALED

 United States  |  
http://www.autopredictivecoding.com/ is a Saas based prediction engine that generates automatic prediction using advanced machine learning...
 0.0   |  Private   |  0 Jobs
Bid ID: 40079620  |  Submitted: Apr 9, 2013 12:33 ET 
Proposal SEALED

Nikhil K.      
Nikhil K.'s identity has been verified.  Learn More
Building sophisticated custom made financial models for Private Equity, Investment Bank and Venture Capital. A quick background about myself – I...
 4.6   |  Private   |  7 Jobs
Bid ID: 40050996  |  Submitted: Apr 8, 2013 23:30 ET 
Proposal SEALED

ofra r.      
ofra r.'s identity has been verified.  Learn More
 Israel  |  
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...
 0.0   |  Private   |  0 Jobs
Bid ID: 40040713  |  Submitted: Apr 8, 2013 16:29 ET 
Proposal SEALED

 New Zealand  |  
I have a BSc in Computer Science and Statistics and over 13 years of experience programming. I have a strong background in mathematics and...
 0.0   |  Private   |  0 Jobs
Bid ID: 40016141  |  Submitted: Apr 8, 2013 06:13 ET 
Proposal SEALED
Elance is now an Upwork company.
Upwork is the choice of 4M+ clients. Get started working on Upwork today.
Are you ready to post a job like this one?
Post a Similar Job »