MATLAB/Mathematica Large Scale Optimization Project - repost


Note: You must have experience with MATLAB, or Mathematica. If you do not meet these requisites do not bid.

The project is the real-time optimization of an options portfolio. The project will require the minimization, maximization, and constraint or 'best compromise' of thousands of data points. The variables consist of profit/loss, yield, delta, and vega. The program will minimize certain values, at certain points, while optimizing other values at other specific points. There will be anywhere from 30,000 points to upward of 1,000,000+ points. The project requires a seasoned parallel computing developer with MatLab, Mathematica and optimization experience.

The program will optimize option [url removed, login to view] full scale optimization will optimize for Vega, yield, profitability (P.P.) and delta. It will include 1 optimization button, fields to input, theta, and yield and profitability values. A custom algorithm will be devised by the programmer to minimize and maximize according to the functional requirements. Further, these initial variables equal billions of possible combinations. Therefore, you will implement a custom solution to solve for the variables entered by the user by utilizing parallel computing.

Another issue is the optimization needs to be relatively quick (< 2 minutes) since we are trading on real-time options data.

Skills: Engineering, Matlab and Mathematica, Microsoft, Project Management, Script Install

See more: mathematica constraint portfolio maximization, matlab developer, computing algorithm, algorithm computing, trading algorithm , Scale, optimization project, optimization algorithm, matlab program, matlab algorithm, Algorithm trading, algorithm optimization, algorithm matlab, profit loss program program, delta program, mathematica data, matlab portfolio project, matlab solution, custom algorithm, delta matlab, algorithm mathematica, minimize matlab, optimization mathematica, algorithm developer, real time trading matlab

Project ID: #5040838

13 freelancers are bidding on average $4320 for this job


Hello. I have experience in MATLAB and Mathematica. Please give more information on project details. Thanks.

$6000 USD in 30 days
(29 Reviews)

I have experience of optimization in quantitative finance. How do you want to implement parallel computing? regards, raiseq

$4722 USD in 45 days
(5 Reviews)

Hi, I work with such projects, I can help, please send me the input data, example of user input and description ( detalization ) of the required output so I can start to develop and evaluate most accurate, fast and rob More

$4444 USD in 3 days
(15 Reviews)

Respected Sir I am an electrical engineer and can currently I am doing my masters in Applied Image and Signal processing from University of Applied Sciences Salzburg, Austria. I can do your job with quite ease. Lo More

$5000 USD in 30 days
(9 Reviews)

Hi, I would like to write the code for the project. I hold a MSc in Finance from the Barcelona GSE, and a Bachelor in Economics. I have experience, capacity and interest in numerical methods, and I am a good coder in M More

$3000 USD in 20 days
(8 Reviews)

hi, sir, i' m expert in math and matlab. i have a lot of experiences in this field. i can do it in time. i can help you well. pls, hire me. regards.

$3000 USD in 30 days
(7 Reviews)

Let me handle it please I am expert in this field if you want to check my previous work then pm me thanks Regards Asif

$4210 USD in 10 days
(3 Reviews)

I am mathematician. I have good experiences on matlab and mathematica. I like to challenges in mathematics.

$3333 USD in 20 days
(1 Review)

Hello, I have extensive experience in optimization as well as programming in Matlab. You can see the rave reviews for my work in VBA and database in freelancer. Matlab, as you know is a higher level programming la More

$4444 USD in 3 days
(0 Reviews)

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$4666 USD in 25 days
(0 Reviews)

A proposal has not yet been provided

$4444 USD in 30 days
(0 Reviews)

I have already worked on the various aspects of this problem. I have been solving various Optimization problems like Maintenance scheduling optimization, Multi objective optimization problems (as the above problem is a More

$3888 USD in 30 days
(0 Reviews)

HEllo O am working on the matlab since Matlab2004a and now on Matlab2013a . I can assist you on the Matlab for any problems, but I can't support you Live as you have asked for issue regarding the optimization ne More

$4555 USD in 3 days
(0 Reviews)

I am an Electrical Engineer with more than 20 years experience on programming in Mathematica. I have a very deep knowledge in Mathematics , both pure and applied and i am a very capable problem solver. I am also prog More

$4666 USD in 30 days
(0 Reviews)