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.


Se mere: algorithm trading system, the algorithm, statistics algorithm, searching algorithm, raw presentation, portfolio statistics, net algorithm, it positions, example algorithm, data algorithm, best searching algorithm, an algorithm, algorithm statistics, algorithm is, algorithm graphic, algorithm searching, algorithm example, algorithm equities, algorithm trading xls, excel exposure, variance, trading system, trading c, trading algorithm, statistician

Om arbejdsgiveren:
( 0 bedømmelser ) Montreal, Canada

Projekt-ID: #255521

2 freelancere byder i gennemsnit $750 for dette job


Can help... check my reviews... costs more...

$750 USD in 30 dage
(43 bedømmelser)

I prepare the algorithm between 2-10 days due to my schedule. I need some clarification : You gave : - 7 data per day - data of some days per week for 1 year Data : instantaneous profit (longs, shorts, comb Mere

$750 USD in 10 dage
(0 bedømmelser)