I'm looking for a coder to write some software (likely in python or r) that will return the strongest correlation coefficient between 2 securities in a dataset. It would need to compare every single security against every other security in the dataset and return the security parings with the highest positive as well as negative correlation. The purpose is to identify securities that typical trade in unison for trade opportunities. At the end of the project I would need to own the rights to the code. This could end up being a long term project with ends up being commercialized.
Coders who already have historic datasets and experience with similar financial research will be preferred. Please
22 freelance font une offre moyenne de $22/heure pour ce travail
I am adept at using machine learning algorithms like random forest, xgboost, ada boost and neural networks in R. You can send me your data set. I would be happy to help you with this.
I have previously developed code for similar assignments in R and SAS. I have 5 years of experience in coding and content writing along with 7 years experience of trading in stock market.
My day to day job duties include statistical analysis from basic to applied in R. I have done similar kind of analysis recently. I can include pretty figure/visualization for easy interpretation and sharing.