Lisp consulting opportunity,

An email from Rosario M. Ingargiola:

We are looking for an excellent Lisp developer that has very good mathematical capabilities (math PhD and/or domain expertise would be major pluses) to write a bunch of key routines for our algorithmic trading platform.

Our platform is a visual modeling environment that lets users create arbitrarily complex algorithmic trading strategies without writing a single line of code (all drag and drop flow diagramming).  The core of the enterprise class client server application is a Processing Engine implemented in Lisp. The current library contains 500+ routines including every major machine learning algorithm.

The task at hand is to build the routines and sub-routines to support the strategies one of our PhD’s specified in MatLab code.  These routines include:  Multiple Regression with Dickey Fuller Statistic, Cointegration with Johansen Function, GARCH, Granger Causality, Vector Auto-Regression, Bayesian Network, Kalman Filter, Wavelet, Covariance, and others.

We can provide the source MatLab code for all of these routines as well as details about the inputs and outputs and context surrounding how they will be used in our system.

We may also have a second project that involves porting Decision Tree, Neural Network, Genetic Algorithm, Linear Regression and k-Nearest Neighbor algorithms from one version of Lisp to a different, threaded Lisp.

Please get in touch with to discuss this project.