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Financial Market Research- Trading Models

This project will be an ongoing research project where you will research, develop, test and assess systematic (Rules-Based) trading approaches in multiple asset classes of Financial markets, including.

- Interest rates( Cash, Futures, Curves, Convexity, Risk premia etc)

- Foreign Exchange

- Equity Indices( Futures)

- Commodities

You will also develop software tools and processes along the way for handling the different tasks.

All material will be covered by a non-disclosure agreement, and all ip-rights will be retained by me.

There will be different flows of gathering the methods/ models to be tested

- Research/ Data -Mining of the public domain(forums, chat boards, websites etc.)

- testing of ideas from articles/ books etc.

- traditional macro economic models

- pure statistical processing of data (Data-mining)

- original ideas from yourself or from me

The successful candidate will understand trading and the concept of trading models(rules based trading), descriptive statistics and performance evaluation( profit/ loss, Sharpe ratios, Max drawdown etc.), and have demonstrable skill with relevant testing software.

You will have programming ability, although the programming will be mainly in a supportive role, rather than the core of the project.

The testing process will be similar for most cases, and broadly will resemble the below.

- Conceptualization of Approach or strategy and Conversion to logical rules

- Summary report of approach for prioritization

- Gathering of relevant data (time-series) for test. (In this process I can help to provide the relevant data, and set up access to relevant providers, where necessary)

- scripting/programming of rules into test platform

- Thorough Test of rules on a portfolio of securities (about 50-100) or special markets targeted

- Delivery of relevant test report

Work will be compensated on a running basis, essentially / hour.

Except for the first batch of work which will be evaluated based on your success with 5 strategies, for which 10 hours will be allocated.

Your bid should be per hour of work

Please include as comment with bid the following information

- description of yourself

- your experience in the area

- number of hours you will be able to work / week.

- how long you will be available

- which software packages and process you expect to be using and have access to

- what data you have access to

Look forward to your bid,

B

Budget Clarification: The initial Budget listed here, is an approximate budget for the first phase of the project, i.e probably the first months, not an indication of what hourly rates I expect to pay:-)
Just thought I'd mention it.

Beceriler: Veri İşleme, Araştırma

Daha fazlasını görün: tools to develop websites, test conceptualization, statistical programming, software testing websites, software testing forums, pure websites, project on market research, programming models, programming help chat, programming forums, programming books, programming ability test, portfolio statistics, portfolio description, per hour for software testing, non profit websites, non profit portfolio, no disclosure, max delivery, market strategies, market research tasks, market research methods, logical programming, how to market yourself, how to a market research

İşveren Hakkında:
( 0 değerlendirme ) Oslo, Norway

Proje NO: #196056