Käynnissä

Statistical Cointegration & Forecast system for financial markets

I have real-time data streaming into excel that I need to analyze in R, Stata or Matlab.

1. Cointegration model

- compute Cointegration of X to Y, (n * X) to (m * Y) to (l * Z)... and other possible combinations in linear and parametric forms

- calculate p-value, z-value

- calculate percentile probabilities of the cointegration values in future time-series

2. Forecast model

- Build a probability matrix of single instruments

- possibility to select forecast model based on either ARIMA, GARCH, Kalman filter

3. Time to event

Calculate time to event given a portfolio (variance-covariance)

Candidates must have

Strong statistical background,

Past similar projects a strong plus

Good English

Taidot: Talousmarkkinat, Matlab ja Mathematica, Tilastotiede

Näytä lisää: matlab statistical forecast, portfolio statistics, financial plus, linear system, r stata, percentile excel, variance, statistics R, statistics matlab, statistics linear, statistical model, r statistical, probability and statistics, matlab statistics, Matlab Projects, matlab excel, Kalman filter, forecast, financial projects, financial p, financial Model, financial markets, cointegration, arima, real time financial data

Tietoa työnantajasta:
( 9 arvostelua ) Hong Kong, China

Projektin tunnus: #4247215

Myönnetty käyttäjälle:

Zhats

hi. I'm right canidate for your task.

$20 USD / tunti
(28 arvostelua)
5.8

11 freelanceria on tarjonnut keskimäärin 24 $/tunti tähän työhön

MikroStar

hi, i can help.

$45 USD / tunti
(31 arvostelua)
6.3
SstatsC

Let's chat :)

$25 USD / tunti
(37 arvostelua)
6.2
ProDataAnalyzer

Hi, Experienced statistician with strong academic background and expertise in statistical software's. Please see the PM for details. Thanks.

$20 USD / tunti
(33 arvostelua)
5.5
raiseq

Expert in time series analysis and I ll do your work using R.

$20 USD / tunti
(11 arvostelua)
5.4
bchandra1955

Sure, professional engineer working with experimental data and hence used to statistical analysis since past 30 years.

$25 USD / tunti
(27 arvostelua)
4.9
VolKa

Hi. Thanks for inviting, sure can do this with Matlab. Regards.

$15 USD / tunti
(21 arvostelua)
4.6
zoltannagy

Hi, PhD in engineering, let's talk.

$35 USD / tunti
(6 arvostelua)
4.6
stat3

hi, an experienced statistical programmer ready to help you.

$20 USD / tunti
(14 arvostelua)
4.2
Sidd1990

Hi, I can help.

$25 USD / tunti
(10 arvostelua)
3.8
ksnrajesh912

Hi please check PM

$15 USD / tunti
(1 arvostelu)
3.3