Options Analysis in MySQL and R

$250-750 USD

Suoritettu

Julkaistu

noin 5 vuotta sitten

$250-750 USD

Maksettu toimituksen yhteydessä

The task is to create a MySQL DB to store daily data for option series, populate the database with data stores in a series of CSV format files, create stored procedures to access the DB from R. The data comprises the observed date, expiration date of the options and the option Greeks (delta, Gamma etc). The data comprises around 20M records in total. We want to be able to retrieve option combinations (put and call) of a specified type (straddle, strange, call spread, put spread) with delta in a specified range, and maturity in a specified range (number of days from observed date to expiration). The procedure will then calculate the daily PnL of the selected option combinations over each specified period. You must be expert in SQL database programming and R programming and have some experience and understanding of financial markets. Basic understanding of options would be an advantage.

Database Administration

Database Programming

MySQL

R Programming Language

Projektin tunnus (ID): 18955776

Tietoa projektista

8 ehdotukset

Etäprojekti

Aktiivinen 5 vuotta sitten

Haluatko ansaita rahaa?

Sähköpostiosoite

Freelancerin tarjouskilpailun edut

Aseta budjettisi ja aikataulu

Saa maksu työstäsi

Kuvaile ehdotustasi

Rekisteröinti ja töihin tarjoaminen on ilmaista

Myönnetty käyttäjälle:

@mandalpu

Hi, Thank you for considering my Proposal. About me, I have worked with a hedge fund for nearly 10 years and for the past 2 years, I am working independently for myself. I understand Stock Markets and have developed algo trading applications on Interactive Brokers and Zerodha for my clients. I also have good knowledge of Databases I hope to hear from you soon Regards Dhananjaya

$600 USD 10 päivässä

5,0

(2 arvostelua)

4,2

8 freelancerit tarjoavat keskimäärin $500 USD tätä projektia

@pointlogic

Hello, I have good working experience on MYSQL and R languages . I have read the complete job post and i would like to discuss with you further as i can do your project work very well. Please let me know your availability so we can discuss. Thank you.

$457 USD 10 päivässä

4,8

(50 arvostelua)

6,5

@tbrifki64

I would like to assist you. Kindly advice me further instructions. Thank you very much. Will be waiting your message...

$500 USD 5 päivässä

4,9

(21 arvostelua)

4,7

@usmanhassan123

mphill in computer science having seven years of experience in database development and statistical analysis by using different tools like R programming, spss, weka and Excel. I already done many R programming analysis projects.

$250 USD 1 päivässä

4,7

(22 arvostelua)

4,6

@ZawnTechnologies

Greetings I have gone through the project description and i have great expertise with Database Administration, Database Programming, MySQL, R Programming Language. You are welcome to chat with me so that we can discuss in detail. UsefulAppsUSA could you please inbox me more detail about this project

$555 USD 17 päivässä

0,0

(0 arvostelua)

0,0

@guruarjun1

I am a postgraduate in Statistics and Informatics from IIT Kharagpur with an overall professional experience of 6 yrs in applied Machine Learning and Deep Learning solutions to meet real-world needs, leveraging leading architectures catalyzing business ROI throughput. My work involves leading global data science teams in architecting and implementing end-to-end ML-driven solutions in products/platforms and getting them live into production. My interests and skills are inclined with high confidence towards Artificial Intelligence, Machine Learning, Deep Learning, Graph Analysis, Natural Language Processing, Social Network Analysis.

$833 USD 20 päivässä