[R] Part time equity tick data high frequency trading research

aquatrade aquatradenyc at gmail.com
Tue Oct 19 06:07:42 CEST 2010


Hi,

There seems to be no subsection for work related postings, so please excuse
me if this is in the wrong place.

I am looking for an English speaking person with very strong R  Language,
statistics and some financial math knowledge to do statistical research into
USA stock tick data.

You are probably have a hard sciences background requiring heavy statistical
and maths knowledge and have an interest in stock markets (e.g. you know
what a bid and ask is for a stock quote).  Probably have a  Masters or Phd
degree.

I am an experienced trader, who is researching some high frequency strategy
ideas and need someone who can work part-time for 4 months to help with the
research.  While I have the tick data and understanding of what to do, it
takes me too long as I am a developer by trade as opposed to a maths/stats
expert.

You should have an interest in stocks, so that you have a basic
understanding of market structure and quotes.   Must speak very good English
and have access to a reliable internet connection and Skype.  I do not care
which country you are located in.

You will be dealing with tick data sets with rows in the millions.

Skill Set:
  R Language (strong)
  Statistics
  Mathematics
  Financial Maths (time series analysis, co-variance, GARCH, etc)
  Java (basic level)

Please include a resume and summary of why you would enjoy doing this.

Please indicate your monthly rate for 80+ hours per month for 4 months.  I
am paying for this out of my own pocket, so am very price sensitive…which is
why I am going offshore.   There is the potential for extending this longer
term.

This is a great opportunity for someone to learn about high frequency tick
data research and make a little money as well.

Please contact me directly at aquatradenyc at gmail.com.

Thank you for reading and apologies if posted in the wrong area.

Thanks,
Chris



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