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c++ statistical vol arbitrage -- 2

$15 USD / hour

Cerrado
Publicado hace alrededor de 9 años

$15 USD / hour

I have a project at work, that I would like to solve with C++. Required skills: C++ expert Option knowledge (Greeks) Ideally machine learning / data mining skills Steps: 1. Import historic market data 2. Apply option pricing model 3. Generate historic data (value, Greeks) 4. Generate trading signals 5. Backtest trading signals 6. Incorporate cost and risk management I am looking for a C++ expert, who would develop the tool required in C++ together with me. My idea would be to work on it together 1-4hours per week via skype. The project, is to backtest historic option market data, in order to generate trading signals. I have no C++ knowledge. I am good in statistics and vba. Let me know if this could be of interest for you.
ID del proyecto: 7067492

Información sobre el proyecto

11 propuestas
Proyecto remoto
Activo hace 9 años

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11 freelancers están ofertando un promedio de $17 USD /hora por este trabajo
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Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !Ready !
$15 USD en 20 días
4,8 (48 comentarios)
6,2
6,2
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I am very proficient in c, c++. I have 15 years c++ developing experience now, and I have worked for 5 years. My work is online game developing, and mainly focus on server side, the language is c++ under linux. I used c++ to make many great projects, for example, I made the tools which can convert java files to c++ scripts which has the same effect, of course garbage collection included. I also made our own mobile game using c++, I even can show you the demo of client. Trust me, please let expert help you.
$20 USD en 10 días
4,9 (46 comentarios)
6,1
6,1
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Hi, 1. I had earlier worked out some delta-neutral trading strategies with options, though these were for a given month relative to CMP rather than based on historical data. 2. I have developed several standalone C++ executable solutions. 3. I have a basic understanding of machine learning techniques. Currently, am working on an optimization solution (C++ based) for another client. I am keen to work with you on this. I suggest that we discuss and finalize an approach - especially how the requirements would be specified, sources & format for the historical data, expectations, etc and then we could work out a plan to pursue. Regards. Shyam
$15 USD en 8 días
5,0 (1 comentario)
3,4
3,4
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I have 5 years experience in C++ programming and i have learnt about the machine learning as well through coursera and have worked on various projects related to machine learning
$16 USD en 4 días
5,0 (1 comentario)
0,0
0,0
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A proposal has not yet been provided
$20 USD en 15 días
0,0 (0 comentarios)
0,0
0,0
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Hi, I woudl like to discuss more options and sure the final price can be changed depending to the details of discussion. Thanks, Arsen
$20 USD en 3 días
0,0 (0 comentarios)
0,0
0,0
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Dear Prospect Hiring Manager. Thank you for giving me a chance to bid on your project. i am a serious bidder here and i have already worked on a similar project before and can deliver as u have mentioned I have checked your requirements.i have right skills to work on this assignment my award = superb result = happy client. In a good partnership, good results happen. Good cooking makes good eating!BWe consider our client as our partner. can u provide your email or sky-pe etc for further discussion about the project. I am ready to discuss with you with best Regards
$16 USD en 35 días
0,0 (0 comentarios)
0,0
0,0
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Masters Degree in Software Engineering with 20 years of teaching experience. Specialty in C/C++ programming. Taught courses like programming with C/C++, Object Oriented Programming with C++.
$16 USD en 4 días
0,0 (0 comentarios)
0,0
0,0
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Hi, I develop effective exchange sofware in C++ during last 5y. I want small job for purpose of "expanding horizons" in exchange-related fields. I would like to work 5-20h at week. Also I can consider some long-term offer if any.
$16 USD en 20 días
0,0 (0 comentarios)
0,0
0,0
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Hi, I've 7 years of experience in C++, C++11, STL and Boost libraries in both Linux/Unix and Windows systems. I also have strong experience in Shell/Sed/Awk scripting, Oracle database, C++11 threads, and socket programming including TCP/IP/UDP. Having done my masters in financial engineering, I have a strong knowledge on option trading and various advanced option trading strategies, hedging and risk management calculations like VaR and exposed to monte carlo simulations. I've also been exposed to machine learning including NLP, regression analysis & clustering. I've a strong interest to work in back testing of historical data and generate signals. I've also implemented some of the automatic trading using meta trader APIs. Please feel free to notify me and share further details about the task. Looking forward to hear from you. kind regards, Raghavan Pichumani
$16 USD en 3 días
0,0 (0 comentarios)
0,0
0,0

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Bandera de UNITED KINGDOM
United Kingdom
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Miembro desde ene 9, 2015

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