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Signal Processing Model Development
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Finance & Management > Financial Planning

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  • Posted: Thu, Mar 01, 2012
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:
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    You're still able to submit a proposal for this job, regardless of your location.
  • Start: Immediately
  • Budget: $50 - $500
  • Fixed Price Job
  • Elance Escrow Protection
  • U.S. freelancers must have W9
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I am a portfolio manager for a PE fund specialized in stat arb and related trading strategies. The job will involve creating a basket pairs trading model based on a number of inputs, some volatility models I have developed, simple Matlab or excel programming. I am interested in building a Support Vector Machine (maybe with SMO implementation algo) with inputs from a basket of correlated stocks and developing a neural network based on the data so that to buy underpriced and sell(short) overpriced symbols in the basketi of time (price) series in the correct ratios and have a good probability distribition curve with 60% positive expectancy for mean reversion and profit. I employ a few models of these based on simpler concepts like OLS and WLS, but need more help refining the higher level stuff. The main part of the job will be creating the SVM and being able to acheive decent out of sample results with different test inputs of correlated series, How much per hour would you charge t...

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Job ID: 29007884
Proposals
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 Sweden  |  
Aurora Solutions is a multinational corporation with offices in Sweden and Pakistan. It is a privately held organization providing services in the...
1
  |  
 0.0   |  Private   |  0 Jobs
Bid ID: 29297326  |  Submitted: Mar 16, 2012 03:33 ET 
Proposal SEALED

 China  |  
I'm a certified software engineer and good at matlab/c/c++ coding. My research field includes intelligent control and pattern recognition. Years of...
1
  |  
 0.0   |  $570 Earnings   |  0 Jobs
Bid ID: 29269695  |  Submitted: Mar 14, 2012 22:59 ET 
Proposal SEALED

 Poland  |  
APPLIED Mathematician with experience in many different fields. My first job was in pattern recognition as a software engineer. I worked in...
1
  |  
 0.0   |  Private   |  0 Jobs
Bid ID: 29222306  |  Submitted: Mar 13, 2012 01:30 ET 
Proposal SEALED

 Turkey  |  
Dear Sir, We are Reserach and Development company whose working area are : -Digital Motor Control -Analog Design -Electronic Design -Power...
1
  |  
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 29119311  |  Submitted: Mar 7, 2012 11:34 ET 
Proposal SEALED

 India  |  
Ok
Skills: c#, matlab, r, Statistics
1
  |  
 0.0   |  Private   |  0 Jobs
Bid ID: 29058906  |  Submitted: Mar 5, 2012 01:44 ET 
Proposal SEALED

 United Kingdom  |  
INVITED
We are a small team of financial mathematicians and accountants. Between us, we hold bachelors degrees in Mathematics, Financial Mathematics, and...
1
  |  
 0.0   |  $384 Earnings   |  1 Jobs
Bid ID: 29045620  |  Submitted: Mar 4, 2012 04:12 ET 
Proposal SEALED

Boston, Dallas, India Based, Low Cost Statistics, Probability, Matlab, SAS, SPSS, R, EXCEL, Mahout, PHP/MySQL, shopping cart, recommender, Machine...
1
  |  
 0.0   |  Private   |  0 Jobs   |  3 verified credential(s)
Bid ID: 29044882  |  Submitted: Mar 4, 2012 02:29 ET 
Proposal SEALED

 Australia  |  
INVITED
quite simply, I deliver quality quant solutions quickly and have fun along the way. Examples include model design/implementation, software reviews,...
2
  |  
 0.0   |  Private   |  1 Jobs   |  4 verified credential(s)
Bid ID: 29008261  |  Submitted: Mar 1, 2012 19:35 ET 
Proposal SEALED

 United States  |  
INVITED
Seasoned engineer with over 20 years of experience in complex algorithm development for signal and image processing applications. Have worked in...
2
  |  
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 29007978  |  Submitted: Mar 1, 2012 19:03 ET 
Proposal SEALED
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