We’re working on replicating an original research study that involves running three reinforcement learning (RL) models: Q-learning, SARSA, and Greedy-GQ. While the original research focused on the Brazilian mini index, we’re applying it to the E-mini Nasdaq 100 futures.
We already have all the source codes (12 Python scripts, including the algorithm pipeline) and the data. You won’t need to create any of the algorithms from scratch, as we have all the necessary code. The main task is to ensure the data is processed and saved precisely following the original research’s replication instructions. I will provide you with the detailed instructions, key points, and final required charts from the original study to make this work. Once the data is processed, you’ll run it through the models and create final charts and analysis comparable with the original study.
The data we’re using is vendor-quality data with no missing values, consisting of around 102 million rows, which we’ve been able to load and process initially pretty fast. If you have experience in algorithmic trading (either academic or professional) and have worked with large datasets, this should be a straightforward task for you.
Please do not apply if you think AI tools can handle this completely. While AI may provide some insights, this task is complex enough that it requires manual implementation. We need someone with the expertise to do this from start to finish.
In your proposal, please mention similar projects you’ve worked on, provide a couple of sentences showing you understand the project, and let me know if you have any questions.
Once you're on board, we will provide you with all the codes, detailed instructions, and the dataset.
Thank you!
Looking forward to hearing from you
Location: Anywhere
Posted: Oct. 4, 2024, 9:03 p.m.
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