Algorithm for Equities Trading System

I am searching for a skilled mathematician, actuary, or statistician who can create an algorithm that will adjust the net exposure to long & short positions of an automated equities (stock) trading system. The algorithm is needed in order to adjust the exposure to long and short side investments in the interest of maximizing the positive contribution of each side to the total portfolio, while limiting as much as possible the amount of variance to the total distribution of profits. Please find attached a brief pdf presentation which further demonstrates the requirement, as well as an excel spreadsheet containing the raw data required for the algorithm. It would be useful if interested candidates could provide a graphic representation and/or relevant statistics for an example of a proposed algorithm (without disclosing the details.) I am interested in purchasing the algorithm that best fulfills the criteria outlined in the presentation.