Find Jobs
Hire Freelancers

Cointegration and Correlation (Quantitative Finance) Java C#

$250-750 USD

Cancelado
Publicado hace alrededor de 9 años

$250-750 USD

Pagado a la entrega
We're looking for a quant/programmer to build an application (Java preferable, C# okay) that will download stock data from Yahoo Finance for a list of stocks and calculate the correlation and cointegration between pairs of all the symbols and simulate a backtest for each pair based on deviations from the mean. Please bid if have a thorough knowledge of statistics (Matlab), quantitative finance, 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, Engle-Grainger) Sharpe Ratio Beta half-life of mean reversion (Ornstein-Uhlenbeck formula)
ID del proyecto: 7046975

Información sobre el proyecto

14 propuestas
Proyecto remoto
Activo hace 9 años

¿Buscas ganar dinero?

Beneficios de presentar ofertas en Freelancer

Fija tu plazo y presupuesto
Cobra por tu trabajo
Describe tu propuesta
Es gratis registrarse y presentar ofertas en los trabajos
14 freelancers están ofertando un promedio de $816 USD por este trabajo
Avatar del usuario
Hey, I am interested. I hold a MSc in Finance, I worked several years as a daytrader and I am quite good at programming, also Java, which is my current job. Cheers.
$1.166 USD en 10 días
4,6 (41 comentarios)
5,5
5,5
Avatar del usuario
hi; I have already done this before :) you can discuss with me over skype for the needful. I am pretty confident, you wont find a more experienced person them in this field. regards
$555 USD en 10 días
5,0 (20 comentarios)
5,2
5,2
Avatar del usuario
Hello, Expert here, I am a Statistician involved in United Nations projects in Geneva (Switzerland). I have done a lot projects involved Coinetrgation Methodolgy, (Unite Root test "ADF", Johansen and Granger two steps cointgration test, and Aslo Vector correction Model (VECM) after coingration. I have done specially for Ethanol & Corn price relationship in USA. I would be very happy to assist you in this project. after discussing we can set price . Ready to discuss now Best regards Fouad
$750 USD en 10 días
5,0 (13 comentarios)
5,1
5,1
Avatar del usuario
As a Post Graduate in Statistics and graduate in mathematics, i have a lot of experience in handling statistical data, especially in Time Series Modelling & Forecasting, Regression analysis,correlation , ANOVA, statistical hypothesis testing, Descriptive measure etc. I have done various projects based on statistical concepts with the help of different statistical software packages like R, SPSS, Minitab etc. You will highly appreciate my work if you give me a chance to do your work professionally.
$422 USD en 15 días
5,0 (24 comentarios)
4,1
4,1
Avatar del usuario
Hi, I'm a quant at investment bank trading desk I hold e CQF designation and the CFA program. I'm really experienced in matlab, VBA and C#. Better yet than program it in Java or C# is to prototype everything in matlab then generate the codes to integrate withing Excel. In every single bank that I worked for Excel spreadsheets are used the most because its easy to work data around so why not combine that easy to handle front end with high computational power of C# or C++ and easily change the coding engine in matlab. In my opinion this is the most powerful combination because we some already built-in (tested bug free) function from matlab, design and customize your needs and integrate in excel where you can easily import, visualize and handle stocks time series. Lets discuss this further. Best Regards
$800 USD en 5 días
5,0 (1 comentario)
4,0
4,0
Avatar del usuario
I am a talented C# Developer with years of experience and educational training. I am willing to work as a team member and also autonomously for your project. I have also worked for many years of my career as a ASP.NET/EF5 . If hired by you I will deliver my best work at a high standard. I look forward to being hired by you for your jobs.
$1.250 USD en 12 días
5,0 (6 comentarios)
3,3
3,3
Avatar del usuario
A proposal has not yet been provided
$750 USD en 30 días
5,0 (3 comentarios)
3,3
3,3
Avatar del usuario
hi I've been working on java for a long time will love working with you, regards
$1.111 USD en 10 días
5,0 (1 comentario)
2,0
2,0
Avatar del usuario
I have 4+ years of working experience in data mining and machine learning domain and have master degree in computer science. Worked on many projects mainly in Predictive analytics, Natural language language, text mining, web mining etc. Expertise in R, Python, Hadoop, MapReduce, Hbase,Hive,Pig etc.
$750 USD en 21 días
5,0 (1 comentario)
2,0
2,0
Avatar del usuario
Dear Sir or Madam. This is a very intersting project and I would like to be your developer for it. I am a Engineering student so while I have no experience with the formulas you indicate I do understand statistic and stochastic. I can research all the algorithms and provide you with a good analytic tool. Please message me back so we can discuss it more. Thank you for your time, --Vinicius Zolin
$555 USD en 10 días
5,0 (1 comentario)
1,1
1,1
Avatar del usuario
A proposal has not yet been provided
$555 USD en 10 días
0,0 (0 comentarios)
0,0
0,0

Sobre este cliente

Bandera de UNITED STATES
East Brunswick, United States
5,0
107
Forma de pago verificada
Miembro desde may 16, 2011

Verificación del cliente

¡Gracias! Te hemos enviado un enlace para reclamar tu crédito gratuito.
Algo salió mal al enviar tu correo electrónico. Por favor, intenta de nuevo.
Usuarios registrados Total de empleos publicados
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Cargando visualización previa
Permiso concedido para Geolocalización.
Tu sesión de acceso ha expirado y has sido desconectado. Por favor, inica sesión nuevamente.