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Options Analysis and Optimization Software

This project will require a background in programming for applied mathematics or physics modeling projects. The developer must have a provable background in this space. Code base is C# / C++.

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 developer with MatLab, Mathematica, optimization. parallel computing, or AWS 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 computing.

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

Umiejętności: Amazon Web Services, Programowanie C, CUDA, Matematyka, Matlab i Mathematica

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O pracodawcy:
( 19 ocen ) Boston, United States

Numer ID Projektu: #12321565

19 freelancerów złożyło ofertę na kwotę $4851 do tego projektu

hmramezani

Dear employer, I have got my PhD degree in the field of signal processing, and telecommunication from one the top rank universities of the world, Technical University of Delft (TUD). You can find more about my study Więcej

$5000 USD w ciągu 60 dni
(116 Oceny)
6.8
matlabxperts

Hi, We have been working in MATLAB for more than 5 years. You can check a few of our previous projects in this link: [login to view URL] We have excellent expertise in mutiple programming languages Więcej

$4530 USD w ciągu 27 dni
(92 Oceny)
6.6
$5263 USD w ciągu 30 dni
(116 Oceny)
6.6
songblue

Dear, I have already read your job post in carefully and understood it well. I have good and full experiences on mathematics and statistics, computation, numerical analysis, digital image processing using matlab fo Więcej

$4500 USD w ciągu 30 dni
(51 Oceny)
6.5
hbxfnzwpf

I am very proficient in c and c++. I have 16 years c++ developing experience now, and have worked for more than 6 years. My work is online game developing, and mainly focus on server side, using c++ under linux environ Więcej

$3000 USD w ciągu 30 dni
(87 Oceny)
6.6
tudiptechnology

Hi, Hope you are doing well! Herewith sharing some details with you! .Net Applications (C#/VB.Net/ASP.Net/SQL Server/NHibernate/Entity Framework/LinQ/PetaPoco) [login to view URL] [login to view URL] [login to view URL] ww Więcej

$4444 USD w ciągu 48 dni
(5 Oceny)
5.9
MiddayNick

Hello I am an Applied Mathematics major, I have a fair understand of the optimization methods (in fact, previously I have written several applications that do various kinds of it in Matlab - gradient descent, newtons, Więcej

$5000 USD w ciągu 30 dni
(3 Oceny)
5.6
ranganathp

FREELANCER RECOMMENDED ------------------------------------------------------ Can help... I am an Expert... Lets Start! Please start a Discussion with me and we can get started from there... Please check the past p Więcej

$7000 USD w ciągu 30 dni
(9 Oceny)
5.3
$4444 USD w ciągu 30 dni
(16 Oceny)
5.0
$4444 USD w ciągu 30 dni
(2 Oceny)
4.7
StepsToSuccess

Hi, You have posted you need a contractor for complex computations. I am of an op I've got the background in programming for applied mathematics or physics modeling projects. The developer must have a provable backgr Więcej

$4444 USD w ciągu 30 dni
(17 Oceny)
4.6
smartresearch1

I lead a US based company specialized in machine learning and software development. We have dedicated data scientists, software engineers, and AI researchers. I am an expert in data mining and predictive modeling. I Więcej

$4500 USD w ciągu 50 dni
(6 Oceny)
4.6
prashushinde9

We have accomplished 90% of the project which is similar of your requirement. All we need 10% customization as per your requirement set and specifications. I want to discuss in personal chat in order to explore your ne Więcej

$5154 USD w ciągu 50 dni
(2 Oceny)
4.3
mrshahidlatif

I am doing PhD in Mathematics and my topic, in particular is on combinatorial optimization. I have many years experience in C++/C/C#. Also very familiar with Matlab as I am using in it my research from a long time. Y Więcej

$3000 USD w ciągu 40 dni
(23 Oceny)
4.2
dkarataev

Hi, I can optimize that big data options portfolio in real time. Can start asap. Please contact me for more details and samples of my work. I'm an expert with 6+ years of C++/C#, Sharepoint, Entity, ASP.NET MVC, Więcej

$5000 USD w ciągu 30 dni
(3 Oceny)
3.2
freelancerdontu

Have very good knowledge in C, C++., I am expert in MATLAB, Simulink is available. I have used also Arduino Uno, Atmega 8, 16, PIC, 8051 Microcontrollers, PLC/SCADA. I can show you all samples. I can provide you best r Więcej

$3000 USD w ciągu 30 dni
(6 Oceny)
2.2
$4444 USD w ciągu 30 dni
(1 Ocena)
0.6
eclipsetechno

Hi, as per your requirement, we need to create our algorithm in such a way that the optimization of data points can be done with the identification "Least upper bound" and "Greatest Lower bound" for the requirement Więcej

$10555 USD w ciągu 99 dni
(0 Oceny)
0.0
bisprojects

Hello! We can make a software ! We are a leading Russian team for IT outsourcing, having 8 years experience in working with different IT task, including yours. We are not freelancers, so we guarantee you quality. We're Więcej

$4444 USD w ciągu 10 dni
(1 Ocena)
0.0