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Required TensorFlow,R,Data Analysis,Scikit-Learn,Data Science freelancer for Data scientist required for algorithm optimization job

Posted at - Jan 14, 2023

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I am looking for Data scientist for trading algorithm optimization. I have a trading algorithm and need help with its development.

Here are some details (it is actually fairly simple although optimizing it might be challenging):

The algo has two independent signals. They each generate numeric ranges from about 50 to -50 and 100 to -200. One is generated daily and the other is generated 1-2x a week. They both create two groupings of market days by themselves, one long grouping and one short grouping each, and two additional groupings of market days when used together for a total of 6 groupings of market days.

So, between the two of them I have 6 sets of rules which create 6 groupings of longs and shorts. The rules are simple numeric values creating a cutoff point to determine longs and shorts. The combination of the two signals is pretty simple as well and is provided in the excel notebook.

WHAT I NEED
  1. I need to know what is the optimal set of 6 rules to maximize returns using the IWM.
  2. What is the set of rules that would minimize risk over the IWM time frame.
  3. What action should be taken for values that do not fall into these groupings.
  4. What is the right long short mix?
  5. what kind of leverage should be used?
  6. Provide some data analysis on the algo
  7. I would also like this done for Nasdaq and S&P500.
  8. Most importantly I will need performance metrics to help with marketing the strategy.
I have backtested the strategy using excel (with good results) but the algo needs to go into a program that can give me more detailed metrics.

FREELANCER
I need a freelancer that is an expert in R or python (ideally you know quantstrat), machine learning, optimization and especially ALGORITHM DEVELOPMENT . You need to have demonstrated you have experience in this area. This project is too important. Before you respond please review the notebook 'UP indicator example 90'. This is the data you would be working with. How would you handle this?

EXAMPLE
I will share a notebook 'UP indicator example 90' which is an example of the signals working for 1990. I refer to the daily signal as Inside and the other signal as Outside. These are IWM daily returns. You can see how the values I have chosen for the signals has grouped each of them. The signal tells you whether to go long or short for the day prior to previous days close.

About the recuiterMember since Nov 11, 2022 Ketan Gada
from Haute-Savoie, France

Skills & Expertise Required

TensorFlow R Data Analysis Scikit-Learn Data Science 

Candidate shortlisted and hired
Hiring open till - Feb 6, 2023

Work from Anywhere
40 hrs / week
Hourly Type
Remote Job
$34.49
Cost

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