HedgeFund Startup - Automation Systematic Trading Strategies

  • Posted
  • Proposals 1
  • Remote
  • #11900
  • Expired
Polydiam I. has already sent a proposal.
  • 2


Experience Level: Intermediate
Phase 1

1. I need an sql database setup such that there is an easy to use interface to i) import data in the form of dates (column 1) and returns (column 2) and NAVs (column 3) which will be stored under a unique ID with associated fields such as Name etc. (Background info this is commodities prices and returns daily). I'd like the same for any number of finer granularity periods such as hours, seconds etc.
2. The data in number one must be able to be called into excel using simple formulas in excel utilising DDE's and/or addins to retrieve the data from the database and insert the array of data into excel. The excel formulas will specify various parameters such as period (monthly, daily etc), start date, end date.
3. A series of calculations need to be built such that i can type a formula in excel and it will take the data from excel and run a calculation on it to produce an answer in excel. Calculations such as mean, standard deviation etc.

Phase 2

1. There are a number of data providers (esignal etc) which provide real time and historic data. I would like an automated process which integrates with their systems and updates my database immediately. So at first lets say it updates overnight, but then i want it real time updating.

Phase 3

1. I have a trading algorithm which is currently based in excel which i would like to convert to a program form. This is an easy c/c++ job with my help explaining all the algorithms. It must interact with the tools made in phase 2 and/or the data providers so that data is inputted simultaneously and processed and then outputted. Delays have to be avoided it needs to be almost realtime.

Phase 4

1. We need to integrate phases 2 and 3 with a trading execution platform which will immediately execute orders according to the calculations output generated.

Phase 5

1. We need to developed a trading execution algorithm (all of the algorithms will come from me but the implementation needs to be programmed). This is crucial. It will work with phases 2-4.

I imagine this as a long term partnership which will massively exceed phases 1-5 - total year expenditure I estimate will be considerable once setup. I would like to approach all of the above in phases or stages and you will provide a quote for each stage as we progress. When i am satisfied your team is able to achieve my requirements i consider entering into a fixed fee annual contract to maintain, design etc - this will be priced on the basis of trust and quality which i am happy to pay significantly more than the market providing its there.

I am very pressed for time and i need things moving asap i.e. deadline for phases 1-2 is a month away.

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