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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.

Compétences : Algorithme, Programmation C#, Java, Matlab and Mathematica, Statistiques

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Concernant l'employeur :
( 107 commentaires ) East Brunswick, United States

N° du projet : #1068595

9 freelance ont fait une offre moyenne de 1351 $ pour ce travail

waterwood

please check PM. thanks

700 $ USD en 0 jours
(11 Commentaires)
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 en 21 jours
(9 Commentaires)
4.9
bchandra1955

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

3000 $ USD en 60 jours
(25 Commentaires)
4.8
gurnit

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

700 $ USD en 5 jours
(1 Commentaire)
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 en 14 jours
(0 Commentaires)
0.0
sndpk

Please check the PM.

3000 $ USD en 45 jours
(0 Commentaires)
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 Plus

750 $ USD en 5 jours
(0 Commentaires)
0.0
FelixTu

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

750 $ USD en 20 jours
(0 Commentaires)
0.0
bilal102

i am electrical engineer and have read all mathematics courses.

760 $ USD en 10 jours
(0 Commentaires)
0.0