Financial time series analysis for HF equity trading - part time research

R

rivertrading

I am working on some high frequency equities trading ideas and have access to the technology and capital to implement them as well. While I have the trading and technology background, my maths is far too rusty to do some of the calculations and work needed.

Looking for someone interested in financial mathematics and the spare time to do some part-time research/work.

As I am working on a budget from my own pocket, I will be paying more of stipend for the part-time research (upto $500 per month).

You should be comfortable with time series analysis, stochastic processes, probability and obviously statistics. You have (or are currently studying) financial maths to the equivalent of a Masters degree.

Please note that I am happy to work with anyone, not just a student….so if you have time on your hands and are already focused in this area please PM me.

You will be working on tick-by-tick data of US stocks.

Please PM me if you are interested.

I apologize if this is the incorrect forum for this post.
 
Quote from rivertrading:

While I have the trading and technology background, my maths is far too rusty to do some of the calculations and work needed.
More...

like what? there are libraries that do all the heavy lifting. you just have to feed in the data
 
I am an assistant professor in mathematics in a samll university.
I have a PhD in applied statistics and actully my thesis is related to finance.

I have a (better to say, I had) a sound knowlege of statistics including timeseries analysis.
I have done little bit of derivatives too. I was thinking to restart some research related to statitical
finance and while I am browsing the bew I saw your post.

I am interested in working with you.

Thank you.

Asitha
 
Quote from akodippili:I am an assistant professor in mathematics .. I have a PhD in applied statistics .. thesis is related to finance.
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.. looks like your thesis covered selling (yourself) short... Aren't you a bit overqualified? Ever considered relocating from India (or wherever it is that makes you so unreasonably reasonable)? You can make not $500, but 500 times more! Don't dump into this market, please leave consulting for retail traders to BA's and head straight where you should: to RenTec (http://www.elitetrader.com/vb/showthread.php?threadid=203175 ) Should that fail, contact each and every European hedge fund - most of them pact with the outsourcing devil... but still pay nearly London rates for PhD-level work done in the provinces such as Poland. Besides... desperation is never attractive, and really suspicious when it comes to trading-related advice... medico cura te ipso..;)
 
I want to work with him assuming that we both benefit. I am not after $500.

I have enough money and I do some trading in myself too.

I am not in India or I am not an Indian. In fact, I work in North Carolina.
 
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