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develop algorithm - financial market

Develop a quantitative approach to replicate the returns of a fund / investment strategy.

I have the monthly returns for a portfolio as well as monthly holdings going back many years. I would like someone to develop a quantitative approach to replicate the returns and holdings which I can use going forward.

Person must have excellent statistical modelling capabilities, a mathematics background and some financial experience (such as a cfa or is nice to have but optional). If you have been involved in any kind of research such as clinical trials or statistical financial modelling you are a good candidate.

The deliverable will initially be a quantitative based algorithm with source code (and excel interface).

If succseful may require ongoing research.

Skills: Algorithm, C Programming, Mathematics, Matlab and Mathematica, Statistics

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About the Employer:
( 18 reviews ) Atlanta, United States

Project ID: #6121346

27 freelancers are bidding on average $1213 for this job

ognjen011

A proposal has not yet been provided

$1184 USD in 20 days
(145 Reviews)
6.8
kchg

Hi,sir I am glad to find your project. I am developer with good MATLAB skills. Now My ranking is top 8 in freelancer. So I think you may not worry about the project. Please check my portfolio carefully and let me know More

$1546 USD in 20 days
(9 Reviews)
6.1
malkabqlami6ka

Hello, I have been inspecting such models for years as a banking supervision inspector in internal models and have as well been involved in the development of a few. Do you have any specific requirements for the softw More

$1111 USD in 20 days
(59 Reviews)
6.0
nhatvo

I did a similar project in forex trading (back testing and trading algorithm design) in Matlab. https://www.freelancer.com.au/projects/Custom-Project.4640784.html Please check my profile if you are interested. Th More

$1666 USD in 20 days
(7 Reviews)
5.6
OriolAM

Hi, I am interested in the project. I hold a MSc in Finance from the Barcelona GSE, and am pretty good at programming and dealing with quantitative analysis. Could I get more details about how I will have to replicate More

$1250 USD in 20 days
(44 Reviews)
5.9
YyvTao

I did my PhD in statistics, very proficient in statistical computation and mathematical derivation. I have publications in well-known statistical journals and book. I have done various projects in different data applic More

$1500 USD in 25 days
(4 Reviews)
4.8
SharjeelSohail

Hi, I'm an Electrical Engineer, Very good in Algorithms development and programming, I can do this work for you and provide you excellent work in minimum budget and reasonable time

$800 USD in 20 days
(63 Reviews)
5.1
priyal1997

Dear Sir/Madam, I am happy to help you on this task. I am an expert in advanced data analysis and have a strong financial background (Both qualifications and Experience)currently I am working for the largest fund mana More

$1000 USD in 20 days
(16 Reviews)
4.2
statistician71

Hello, I am a graduate in applied statistics and an experienced data analyst. I have a great knowledge in building financial modelling like regression, time series etc. using R progrmming. I read the job descript More

$1111 USD in 7 days
(9 Reviews)
4.4
indofxlancer

A proposal has not yet been provided

$1666 USD in 30 days
(2 Reviews)
4.2
saurabhme

hi I am pursuing PhD in the area of computational applied Statistics and published 5 international journal papers you can check on the Google. In these paper I used computational Statistics and MATLAB. We previously More

$750 USD in 20 days
(16 Reviews)
4.8
PSL1

Sir, we are a group of mathematicians with 5 years of experience. We haven't taken any project which was not completed with proficiency. Please consider our services. Quality is our Guarantee. Regards

$1000 USD in 10 days
(27 Reviews)
4.2
mariannedelcu

MBA and PhD. Large experience in research and complex phenomena simulations. I will be glad to help you. Please send a message back to establish the details.

$750 USD in 20 days
(29 Reviews)
4.3
nag3113

The project fits right into my strengths. I am active investor myself- investing in Equities and Trading in Futures market based on my own indicator and expert on Metastock. I have done my doctorate from Indian More

$1333 USD in 20 days
(1 Review)
3.9
antrikshsingh03

A proposal has not yet been provided

$833 USD in 20 days
(17 Reviews)
3.7
bbentley007

I have done and taught process improvement and applied statistics for the last 12 years full-time which has included lots of modeling and simulation. Currently in grad school part-time working towards my PhD in applie More

$1555 USD in 40 days
(3 Reviews)
3.8
goldenpackrw

Hello,How are you? I checked your project description very carefully. I'm very interested in your project. I have been developing various software over 7 years, specially I have rich experience with C/C++ programmin More

$1000 USD in 10 days
(4 Reviews)
4.3
wyliechan

Certificate in Quantitative Finance - Distinction Masters in Computational Finance. Index Replication. Access to Bloomberg data source. Excel expert.

$1500 USD in 20 days
(3 Reviews)
3.4
smab1176

Hello, I have been doing research in the field of quantitative analysis for years. I have already made an algorithm based on Monte Carlo method that predicts stock prices based on the previous history. Kindly indica More

$1250 USD in 14 days
(7 Reviews)
3.3
dpune

Hi, I have more than 14 years of exp and I am expert in this kind of work. I have completed more than 210 projects. Please look at the feedback left by my employers to know more about my work. Waiting for your positive More

$1250 USD in 20 days
(5 Reviews)
3.0