Trading System and Volatility Prediction Model
Budget: $750 – $1,500 SGD
I'm looking for an expert in Python and machine learning to build a comprehensive trading system for me.
Key Requirements:
- Develop a supervised learning model to predict a stock's volatility using historical data including prices, volatility, Bollinger bands, SMA, and key economic indicators such as interest rates and GDP growth rate.
- Create an algorithm that utilizes the predicted volatility to identify and purchase mispriced option straddles for alpha generation.
- Implement a separate algorithm capable of forecasting volatility across multiple stocks and constructing a portfolio based on a predetermined level of volatility.
- All algorithms must be coded in Python within the QuantConnect platform for backtesting and eventual deployment.
- The ML model can be tested on a different platform before implementation.
Ideal Skills:
- Proficient in Python, with substantial experience in using the QuantConnect platform.
- Strong background in supervised machine learning models.
- Familiarity with financial indicators and economic metrics.
Please note, the focus is on the development of a robust, efficient trading system and predictive model. Your experience in algorithm development and backtesting will be crucial for this project.
Key Requirements:
- Develop a supervised learning model to predict a stock's volatility using historical data including prices, volatility, Bollinger bands, SMA, and key economic indicators such as interest rates and GDP growth rate.
- Create an algorithm that utilizes the predicted volatility to identify and purchase mispriced option straddles for alpha generation.
- Implement a separate algorithm capable of forecasting volatility across multiple stocks and constructing a portfolio based on a predetermined level of volatility.
- All algorithms must be coded in Python within the QuantConnect platform for backtesting and eventual deployment.
- The ML model can be tested on a different platform before implementation.
Ideal Skills:
- Proficient in Python, with substantial experience in using the QuantConnect platform.
- Strong background in supervised machine learning models.
- Familiarity with financial indicators and economic metrics.
Please note, the focus is on the development of a robust, efficient trading system and predictive model. Your experience in algorithm development and backtesting will be crucial for this project.