Data Scientist or Data Analyst Required to Develop and Excel Financial Trading Optimisation System

Please login or register as jobseeker to apply for this job.

TYPE OF WORK

Freelance

WAGE / SALARY

Negotiable

HOURS PER WEEK

TBD

DATE UPDATED

Jan 26, 2022

JOB OVERVIEW

I have a fairly advanced excel sheet with two years of trading indicator data from a selection of trading instruments..

Primary Project 1:
I require someone with detailed knowledge in building advanced Excel analysis systems that can create a Lab sheet that will test different Stop Loss and Take Profit strategies and filters and output the optimized strategy for a particular trading instrument based which will show:

Lab Sheet would show:

1 Select Instrument.
2. Select Account Value
3. Select percentage risk per trade
4. Select Start and End date data to analyse
5. Run Optimisation Script to analyze Trading Instrument against all available strategies. (Should output highest Net Pip Gain in a select period.

Strategy Optimisation routines:

1. The best stop-loss strategy. (eg use the stop-loss strategy that is closest to "X" Pips from the entry price. "X" would be worked out based on analyzing 2 years' worth of data. The output should show the best stop-loss that would keep the most profitable trades.
2. Test different take-profit strategies to find the optimal strategy per trade.
3. Technical Analysis data such as Overbought or Oversold, Monthly Trend Direction, Weekly Trend Direction, Has Major or Minor Price Envelope been hit? Does the trade contain a candlestick pattern? - Each of these factors would be assigned a weighted score. The system should have the ability to optimize the weighted score or exclude them entirely if their usage impairs the accuracy of the results.
4. Fundamental Analysis - Have the ability to examine historic fundamental analysis and after all the above filters have been applied look for and advise if certain Market Events for the instrument being tested will have a negative impact on the ---------- table events known to impact are Elections and US Unemployment.

This is project-based work but you will be paid by the hour. An estimate of the time it will take to complete Project 1 after I show you my work to date collecting the data and the strategies I want to test against.

You will be expected to have excellent verbal English communication skills in order to effectively communicate your proposal. The project/s will be awarded to the successful candidate after an Initial Skype Interview in which you will be expected to demonstrate similar work in the past.

Everything developed must be documented in a Microsoft Word Sheet and code and formulas must clearly indicate what they do.

Successful candidates must have the ability to collaborate in Microsoft Teams.

VIEW OTHER JOB POSTS FROM:
SHARE THIS POST
facebook linkedin