c++ statistical vol arbitrage -- 2

$15 USD / hour

Closed

Posted

over 9 years ago

$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.

C# Programming

C++ Programming

Mathematics

Matlab and Mathematica

Software Development

Project ID: 7067492

About the project

10 proposals

Remote project

Active 9 yrs ago

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10 freelancers are bidding on average $17 USD/hour for this job

@hbxfnzwpf

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 in 10 days

4.9

(146 reviews)

7.0

@szymszteinsl

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 in 20 days

4.8

(79 reviews)

6.8

@pshyvw

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 in 8 days

5.0

(1 review)

3.4

@ProfAhmad

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 in 4 days

5.0

(2 reviews)

2.2

@akhilrana690041

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 in 4 days

5.0

(6 reviews)

0.5

@arsstyle

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 in 3 days

0.0

(0 reviews)

0.0

@vdimas

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 in 20 days

0.0

(0 reviews)

0.0

@raghavanp2

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 in 3 days