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:
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.
9 freelance font une offre moyenne de $1351 pour ce travail
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.
I have the required experience and I am also working on currency trading code development in MATLAB, Brajesh
We are the team of Mechanical and software engineers. We are specialized in Pro-E, Ansys, Catia, Fluent Sotwares : C#.net,ASP.Net, Sharepoint
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 Plus