MATLAB/Mathematica Large Scale Optimization Project - repost

Budget $3000 - $5000 USD
Bids 14
Average Bid $4312
Status Closed

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.

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Bids on this Project

  • bgill Profile Picture


    Washington,  United States

    Team of analytical professionals. Wide range of skills developed as an engineer, an operations research masters student and market analysis professional. - Linear programming and optimization - Financial trading modeling - Advanced statistical analysis - Energy Fundamentals - micro and macro economic analysis - Business Analysis - Database design, development and management - Computer programming to automate repetitive tasks withing office applications (Excel, Word, power point etc.) We are extremely versatile and talented. Our skills are best applied to academic work, algorithmic programming or research and policy or business research/reporting.

  • StepsToSuccess Profile Picture


    Confidential,  Ukraine

    The basic (original) goals and objectives of internet and networking are support and facilitation of scientific and engineering research and technology, running controlled experiment. Looking ( interested in ) for a medium - large scale and budget projects, start-ups, crowd-funding campaigns as well as long-term, full-time daily regularized and steady, scheduled jobs and studies. The mainstream is in-depth analysis, design and evaluations with TCE MATLAB® and Simulink® for Engineering, Algorithms, Math and Physics. Prevalent services and activities, which I provide are: conducting systematic and organized studies with practical tasks completions within Software Engineering, IT, Electrical and Computer Engineering, Signal and Image Processing, Computer Networks, Industrial Automatics, Digital Control, Embedded Systems domains. I work here since 2011. Efficient C/C++/Qt coding ( design, fixes, modifications, analysis, amendments ) for Linux and Windows, Academic/Technical writing, CAD.

  • bdfl Profile Picture


    Würzburg,  Germany

    Experience in: C,C++, Fortran, Matlab programming FE programming FEA using Ansys/Abaqus/Nastran Preprocessing using Hypermesh

  • Alf13 Profile Picture


    Saint Petersburg,  Russian Federation

    Electrical Engineer with experience in design of power systems and electronics. Mathematical modeling of electrical systems. Use own mathematical models of electrical machines. MatLab, LAbVIEW, Pspice and others.

  • redmapleleaves Profile Picture


    Beijing,  China

    1. i' m expert in matlab, ,mathematica, physics. 2. i'm expert in ansys, autocad, solidwork. 3.i' m expert in c, c++, c#, VB...

  • manasvimani Profile Picture


    Bangalore,  India

    I am ready to start work on your Automotive jobs. I hold the related experience necessary and also have an excellent capability to handle this skillful job. In my time I have worked as a Automotive Engineer and as a Education & Tutoring Teachers. I also have strong skills in the areas of Finite Element Analysis, Matlab & Mathematica and have also worked as a Mechanical Engineer. I have the experience and skills required for your projects and am ready to be hired by you.

  • tchr Profile Picture


    Athens,  Greece

    I am an Electrical Engineer and Mathematician

  • OriolAM Profile Picture


    Cork,  Ireland

    Projects in Economics and Statistics. R and Python.

  • raiseq Profile Picture


    Burdwan,  India

    Research, Analysis, Model Building, Strategy Making using R, Java, Weka, KNIME, RapidMiner Service is specific to finance including stock price prediction..

  • RotorProgrammer Profile Picture


    Zaporozhye,  Ukraine

    I have a PhD in Electrical Engineering and 10+ years of experience in programming, modeling and simulation. My Vision: Creating the best software for the best customers. Keywords: MATLAB, C, C++, Qt, Python, Delphi, Scheme, Mathematica, Functional programming, Ada, Fortran, Assembly, Reverse engineering, Image processing, Machine learning, Simulation, Modeling, Power system, Control system, Simulink, Modelica, SystemModeler