System for Transforming an Information-Theoretic Stock Prediction 'Signal' into Buy/Sell/Trail/Stoploss Orders

  • Status Completed
  • Budget $25 - $50 USD / hour
  • Total Bids 3

Project Description

I have created a system which outputs a prediction signal for the S&P 500. I have about 30 days of data in the form of [S&P price, signal] at 250ms resolution. The cross correlation of the system looks very good, and I have created such a buy/sell algorithm myself (and it does well) but I think I am selling myself short (no pun intended) and that someone with a background in finance would be able to improve the system on top of my output signal. I can let you know the specifics once I assign the project. Someone with a background in applied math in finance would be best.

I have considerable programming/math skills, but no finance background. I would ask that the person explain the rationale for their work. Also, when you bid please let me know what software/programming language you will use for the analysis.

Thanks, Joe

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