Options Analysis in MySQL and R

The task is to create a MySQL DB to store daily data for option series, populate the database with data stores in a series of CSV format files, create stored procedures to access the DB from R. The data comprises the observed date, expiration date of the options and the option Greeks (delta, Gamma etc). The data comprises around 20M records in total.

We want to be able to retrieve option combinations (put and call) of a specified type (straddle, strange, call spread, put spread) with delta in a specified range, and maturity in a specified range (number of days from observed date to expiration). The procedure will then calculate the daily PnL of the selected option combinations over each specified period.

You must be expert in SQL database programming and R programming and have some experience and understanding of financial markets. Basic understanding of options would be an advantage.

Compétences : Administration de Bases de données, Programmation de bases de données, MySQL, Langage de programmation R

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Concernant l'employeur :
( 1 commentaire ) New York, United States

Nº du projet : #18955776

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Hi, Thank you for considering my Proposal. About me, I have worked with a hedge fund for nearly 10 years and for the past 2 years, I am working independently for myself. I understand Stock Markets and have developed Plus

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8 freelance font une offre moyenne de $500 pour ce travail


Hello, I have good working experience on MYSQL and R languages . I have read the complete job post and i would like to discuss with you further as i can do your project work very well. Please let me know your availa Plus

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1.I am an expert in R programming,My SQL programming(optical analysis),Statistics, regression analysis, using R, Excel and SPSS, also expert in Excel, Excel formulas, and all excel functions, macros, lookup, pivot tabl Plus

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I would like to assist you. Kindly advice me further instructions. Thank you very much. Will be waiting your message...

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mphill in computer science having seven years of experience in database development and statistical analysis by using different tools like R programming, spss, weka and Excel. I already done many R programming analysi Plus

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Dear sir, I'm sure that I can complete your project 'Options Analysis in MySQL and R' as soon as possible. I am senior software developer and always provide fast service. I promise a high quality and punctual work :) Plus

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Greetings I have gone through the project description and i have great expertise with Database Administration, Database Programming, MySQL, R Programming Language. You are welcome to chat with me so that we can discuss Plus

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I am a postgraduate in Statistics and Informatics from IIT Kharagpur with an overall professional experience of 6 yrs in applied Machine Learning and Deep Learning solutions to meet real-world needs, leveraging leading Plus

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