I need to adapt my python algorithm to Dask or spark or apache Hadoop in order to scale my algorithm to work with big data
$25-50 USD / jam
Over the past years, I have devoted myself to a project involving Algorithmic Trading. My system leverages only pricing and volume data at market closing. It studies technical indicators for every stock in the S&P 500 from its IPO date, testing all possible indicator 'settings', as I prefer to call them.
This process uncovers microscopic signals that suggest beneficial buying at market close and selling at the next day's close. Any signal with a p-value below 0.01 is added to my portfolio.
Following this, the system removes correlated signals to prevent duplication. A Bayesian ranking of signals is calculated, and correlated signals with a lower rank are eliminated. The result is a daily optimized portfolio of buy/sell signals. This system, primarily built with numpy python, doesn’t rely on 'black-box' libraries.
I am seeking an experienced python developer to help adapt my existing algorithm to scale when working with large amounts of data. Currently, my data set consists of more than 200TB, and I need to make use of the Dask framework in order to enable better scalability.
My goal is to take my current algorithm and transform it into a scalable system that is able to handle such a massive amount of data quickly and efficiently. This means that the developer will need to engage in optimization and debugging to ensure the best performance for my algorithm. Ultimately, I am looking to improve the scalability of my algorithm so that it can meet the demands of my current dataset with no issues.
The ideal candidate should have a deep understanding of both python and Dask, as well as experience working with large datasets and optimizing algorithms. If you believe that you have the skillset necessary for this project, please feel free to submit a proposal.
ID Projek: #37238316
13 pekerja bebas membida secara purata $38/jam untuk pekerjaan ini
To whom it may concern, I'm applying for this position since my professional experience meets your requirements and I think I can be of great help to your team. Best regards, Yasmin Selic