Paradigm algorithm development for forex arbitrage trading - 29/04/2018 18:40 EDT
$30-250 AUD
Zaprt
Objavljeno pred skoraj 6 leti
$30-250 AUD
Plačilo ob dostavi
On the long run of foreign currency prices, we can find an equation that (ForexA/ForexB) * (ForexB/ForexC) * (ForexC/ForexA) =1 but this does not mean it's true for all the time instants. The deviation, to some extent, means a chance of arbitrage trading. For example, if the prices pair ForexA/ForexB increases 200pip and ForexC/ForexA decreases 200pip while ForexB/ForexC is stable, the arbitrage chance is to buy ForexA and sell ForexC. Of course, this kind of chances will only exist for a period of time, i.e., a time window. The purposes of this project include two parts: 1. to analyze the forex data to decide which three forex pair should be selected for arbitrage chance 2. to predict the length of the time window of the arbitrage chance. It can be done by analyzing the data (e.g., 30 days or 60 days) to find the triplet with biggest deviation while one is relatively stable and then use machine learning algorithm to predict price or price trend in the following time units (1 minute, 10 minutes, 1 hour, 2 hour, one day, etc). If the deviation is large enough to cover the 10 pip spread, there might be an arbitrage chance or a signal to close the position. This project just develops a paradigm of algorithm. To make the project simpler, I will provide the forex datasets and am open to discussion.
For the convenience of communicating data and results, I prefer the coding languages Python or R. Any open source software or tool can be used. The deliverable results are executable code with comments, and a document file to explain it.
Greetings of the day!
I am the best fit to your requested requirement. I can help you in Paradigm algorithm development for forex arbitrage trading.
My Expertise & Experience:
I am skilled in Algorithm, Machine Learning, Mathematics, Statistics. I would love to work with you on this project. Carrying total experience of 6.5 years.
I can assure you, you won't disappointed with class of the work I produce.
I can start the work on the go as per your need!
Communication:
I will be available on the freelancer.com chat 18 hours in the day. (FLEXIBLE WITH TIMINGS IN CASE OF THE NEED)
I am just a message away in case of any queries.
hi
we met before
i can do your project well
using python or r studio
i am a machine learning expert and good at prediction
u can expect perfect result
let us start