[R] Part time equity tick data high frequency trading research
aquatrade
aquatradenyc at gmail.com
Tue Oct 19 16:10:44 CEST 2010
Hi,
There seems to be no subsection for work related postings, so please excuse
me if this is in the wrong place.
I am looking for an English speaking person with very strong R Language,
statistics and some financial math knowledge to do statistical research into
USA stock tick data.
You probably have a hard sciences background requiring heavy statistical and
maths knowledge and have an interest in stock markets (e.g. you know what a
bid and ask is for a stock quote). Probably have a Masters or Phd degree.
I am an experienced trader, who is researching some high frequency strategy
ideas and need someone who can work part-time for 4 months to help with the
research. While I have the tick data and understanding of what to do, it
takes me far too long as I am not a maths/stats expert.
You should have an interest in stocks, so that you have a basic
understanding of market structure and quotes. Must speak very good English
and have access to a reliable internet connection and Skype. I do not care
which country you are located in.
You will be dealing with tick data sets with rows in the millions.
Skill Set:
R Language (strong)
Statistics
Mathematics
Financial Maths (time series analysis, co-variance, GARCH, etc)
Java (basic level)
Please include a resume and summary of why you would enjoy doing this.
Please indicate your monthly rate for 80+ hours per month for 4 months. I
am paying for this out of my own pocket, so am very price sensitive…which is
why I am going offshore. There is the potential for extending this longer
term.
This is a great opportunity for someone to learn about high frequency tick
data research and make a little money as well.
Please contact me directly at aquatradenyc at gmail.com.
Thank you for reading and apologies if posted in the wrong area.
Thanks,
Chris
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