Good day,
I am seeking someone that has experience building models implementing machine learning and is familiar with financial markets and its relevant data. This is a big project and I intend to create 15 models for 15 targets that will predict the 1 month future return on various indexes and starting out with approximately 40-45 inputs/factors. My preference is to keep things simple so if there’s many variables that are statistically insignificant, we will throw them out. The data sets will have different start dates and release dates i.e. daily, weekly, monthly and will have to be updated to the current day. The models themselves should focus more on generalizing well and less so on overfitting on the testing set. I also want the models back tested over the course of the data series to test the specific trading strategy performance.
We will start out at 5 hours a week and once we get things going, and I like where things are going, I will increase the time budget significantly, and intend on having meetings on a weekly/bi-weekly basis. I encourage the use of ChatGPT for programming.
Look forward to working with you.
This job is already closed and no longer accepting applicants, sorry.
