Statistical Cointegration & Forecast system for financial markets

Completed Posted Feb 15, 2013 Paid on delivery

$15-25 USD / hour

Completed

I have real-time data streaming into excel that I need to analyze in R, Stata or Matlab.

1. Cointegration model

- compute Cointegration of X to Y, (n * X) to (m * Y) to (l * Z)... and other possible combinations in linear and parametric forms

- calculate p-value, z-value

- calculate percentile probabilities of the cointegration values in future time-series

2. Forecast model

- Build a probability matrix of single instruments

- possibility to select forecast model based on either ARIMA, GARCH, Kalman filter

3. Time to event

Calculate time to event given a portfolio (variance-covariance)

Candidates must have

Strong statistical background,

Past similar projects a strong plus

Good English

Financial Markets Matlab and Mathematica Statistics

Project ID: #4247215

About the project

10 proposals Remote project Active Feb 17, 2013

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Awarded to:

Zhats's Profile Picture
Zhats

hi. I'm right canidate for your task.

$20 USD / hour
(67 Reviews)
9.5

10 freelancers are bidding on average $24/hour for this job

MikroStar's Profile Picture
MikroStar

hi, i can help.

$45 USD / hour
(39 Reviews)
7.0
SstatsC's Profile Picture
SstatsC

Let's chat :)

$25 USD / hour
(42 Reviews)
6.6
VolKa's Profile Picture
VolKa

Hi. Thanks for inviting, sure can do this with Matlab. Regards.

$15 USD / hour
(146 Reviews)
6.3
ProDataAnalyzer's Profile Picture
ProDataAnalyzer

Hi, Experienced statistician with strong academic background and expertise in statistical software's. Please see the PM for details. Thanks.

$20 USD / hour
(74 Reviews)
6.2
raiseq's Profile Picture
raiseq

Expert in time series analysis and I ll do your work using R.

$20 USD / hour
(14 Reviews)
5.7
bchandra1955's Profile Picture
bchandra1955

Sure, professional engineer working with experimental data and hence used to statistical analysis since past 30 years.

$25 USD / hour
(80 Reviews)
6.0
stat3's Profile Picture
stat3

hi, an experienced statistical programmer ready to help you.

$20 USD / hour
(21 Reviews)
4.8
zoltannagy's Profile Picture
zoltannagy

Hi, PhD in engineering, let's talk.

$35 USD / hour
(6 Reviews)
4.5
ksnrajesh912's Profile Picture
ksnrajesh912

Hi please check PM

$15 USD / hour
(1 Review)
3.3
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