[R] Part time equity tick data high frequency trading research

[Ista Zahn]

Hi Chris,
There is a jobs mailing list: https://stat.ethz.ch/mailman/listinfo/r-sig-jobs

-Ista

On Tue, Oct 19, 2010 at 10:10 AM, aquatrade <aquatradenyc at gmail.com> wrote:
>
> 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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> Sent from the R help mailing list archive at Nabble.com.
>
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>



-- 
Ista Zahn
Graduate student
University of Rochester
Department of Clinical and Social Psychology
http://yourpsyche.org