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Quant programmer wanted

We're looking for a quant programmer to build a fairly basic application (Java preferable, C# okay) that will download stock data from Yahoo or Google for a list of stocks and calculate the cointegration between pairs of all the symbols using Augmented Dickey-Fuller and Johansen Test and simulate a backtest for each pair based on deviations from the mean.

Please bid if have a thorough knowledge of statistics (Matlab) and an expert GUI programmer. Experience with quantitative trading, backtesting. etc is a must. You need to know how to calculate:

correlation

cointegration (adf-johansen)

Sharpe Ratio

Beta

half-life of mean reversion (Ornstein-Uhlenbeck formula)

This is a multi-phase project and this is only the first phase, so looking for someone to work with for a while as the project is perfected.

Kỹ năng: Thuật toán, Lập trình C#, Java, Matlab and Mathematica, Statistics

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Về Bên Thuê:
( 107 nhận xét ) East Brunswick, United States

Mã Dự Án: #1068595

9 freelancer đang chào giá trung bình $1351 cho công việc này

waterwood

please check PM. thanks

$700 USD trong 0 ngày
(11 Đánh Giá)
5.5
jadinv

Hello, I have specific experience similar to your request. Please check your PM for important information. I would be very happy to work with you.

$1500 USD trong 21 ngày
(9 Đánh Giá)
4.9
bchandra1955

I have the required experience and I am also working on currency trading code development in MATLAB, Brajesh

$3000 USD trong 60 ngày
(25 Đánh Giá)
4.8
gurnit

Hello There. Kindle see the PM. It will save you money.

$700 USD trong 5 ngày
(1 Đánh Giá)
1.0
KapsPro

We are the team of Mechanical and software engineers. We are specialized in Pro-E, Ansys, Catia, Fluent Sotwares : C#.net,ASP.Net, Sharepoint

$1000 USD trong 14 ngày
(0 Đánh Giá)
0.0
sndpk

Please check the PM.

$3000 USD trong 45 ngày
(0 Đánh Giá)
0.0
Mulukkano

Dear Sir, I am very strong at C/C++, C#, VB.Net, php, Algorithm, Data Structures, and Statistics. Besides, I have basic knowledge about Quantitative Analysis and Financial Engineering. Thank you very much. Best Reg Thêm

$750 USD trong 5 ngày
(0 Đánh Giá)
0.0
FelixTu

I am PhD and I can provide you with quality work.

$750 USD trong 20 ngày
(0 Đánh Giá)
0.0
bilal102

i am electrical engineer and have read all mathematics courses.

$760 USD trong 10 ngày
(0 Đánh Giá)
0.0