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Data Science, Quantitative finance Project, Cryptocurrency derivatives arbitrage

Task:

Serial entrepreneur and former derivatives trader needs a cryptocurrency arbitrage model built. Open Source trading systems are available and data sources are identified.

The task is the following:

1. Run historical analysis of the spread between the instruments in question to define a historical distribution of spreads across multiple trading venues (crypto exchanges)

2. Identify target entry and exit points.

3. Define capital requirements and liquidity distribution across venues to capitalise on opportunities.

4. Based on 2 and 3, estimate ROI and ROE.

5. Configure the trading bot to implement the trade live

6. analyse performance and iterate.....

This may be helpful in understanding the solution required.

Fixed pay + Variable monthly bonus

python is absolutely essential, good english critical and also we will probably use this bot to run the trading strategy. [login to view URL]

we will also need a spreadsheet built using cryptosheets

Requirements:

Ph.D. in Quantitative discipline...Math, CS, Stats, Signal Processing

Python, Financial Engineering, Deep/ Machine learning, AI,

Taidot: Python, Tilastotiede, Matematiikka, R-ohjelmointikieli, Tilastoanalyysi

Tietoa työnantajasta:
( 0 arvostelua ) London, United Kingdom

Projektin tunnus: #29436346

Myönnetty käyttäjälle:

vladislavagapov

Ph.D. in Computational Mathematics from one of the top Canadian graduate schools. Over 5 years of experience working for Risk Management and algo trading desks of the major Canadian banks in Toronto and Montreal. Over Lisää

£12 GBP / tunti
(4 Arvostelua)
4.0

9 freelanceria on tarjonnut keskimäärin £74/tunti tähän työhön

edecena75

Hi there... I am interested in your project. I am Python and Machine Learning specialist, certified by Freelancer. I fully understand your requirements and I am sure I can help you. Please, let's discuss details about Lisää

£15 GBP / tunti
(102 arvostelua)
6.7
RomanMatveev1

Hi, I have experience with various arbitrage program as like as currency, sports betting, bitcoin etc. And i have good skill for statistics. I think we can be good partner. Thank you.

£14 GBP / tunti
(1 arvostelu)
2.4
jenishdev

Hi, i can work as an data analyst and create prediction model for your project, i am good at AI algorithms and python , open cv, tensorflow, keras

£14 GBP / tunti
(1 arvostelu)
0.6
(1 arvostelu)
0.4
forethink

Hi. I am sure that I can complete this project with my skills and experience. I have 7 years of strong experience in web and engine development I would like to discuss further details with you Thanks

£15 GBP / tunti
(1 arvostelu)
0.0
aminzulkiflee

I am the right person for you logo design project. Experience in graphic design for almost 5 years and have a broad knowledge on health product and branding. As I concern that you need simple modern logo design with Be Lisää

£13 GBP / tunti
(0 arvostelua)
0.0
alexnoah183

Hello, I am well experienced in Golong, JavaScript, C#, C++, python, solidity, Data science and fully equipped with this great technology, and I am almost ready to start work on this project. I have more than 5 years e Lisää

£13 GBP / tunti
(0 arvostelua)
0.0
ailingfoong

Work as Freelance Translator, Transcriber, Subtitler, Mobile Apps and Application Software Tester for 5 years. Work as Senior Officer in this Australia Freelancers Enterprise for more than 40 years.

£556 GBP / tunti
(0 arvostelua)
0.0