SOURCES SOUGHT
R -- Time-Series Econometrician
- Notice Date
- 10/29/2009
- Notice Type
- Sources Sought
- NAICS
- 541990
— All Other Professional, Scientific, and Technical Services
- Contracting Office
- Commodity Futures Trading Commission, Office of Financial Management-Procurement, Procurement Operations and Policy, Three Lafayette Centre, 1155 21st Street, N.W., Washington, District of Columbia, 20581
- ZIP Code
- 20581
- Solicitation Number
- CFEN-10-SS-0079
- Archive Date
- 11/13/2009
- Point of Contact
- Kathryn M. Rison, Phone: 2024185419
- E-Mail Address
-
krison@cftc.gov
(krison@cftc.gov)
- Small Business Set-Aside
- N/A
- Description
- This Sources Sought Notice is for market research purposes only and shall not be construed as a Request for Proposal or an obligation on the part of the Commodity Futures Trading Commission (the Commission) to acquire services. The Government may or may not issue solicitation documents. The Commission does not intend to award a contract on the basis of this Sources Sought, nor pay for the information provided. No entitlement to payment of direct or indirect costs or charges shall arise as a result of submission of responses to the Sources Sought and the Commission's use of such information. Description of work to be performed includes: The Commission seeks the services of a time-series econometrician having an extensive background in SAS programming to support the Commission's development of high frequency databases and systems to conduct advanced econometric analyses of those databases. The advent of electronic trading has led to substantial increases in the number of contracts traded, trading volumes in those contracts along with their levels of participation. These increases pose great challenges to the Commission's ability to conduct proper oversight and analysis of trading activity. To assist in the oversight, the Commission seeks electronic systems based on rigorous econometric modeling that can associate related contracts to detect and test for trading patterns having the potential for adverse market impacts. In addition, the Commission desires expertise that will serve to advance the level of econometrics used in its analyses. Anticipated analytic methods needing development include realized volatility metrics and applications, network analysis tools and techniques, and maximum entropy modeling. The Commission seeks services that can apply existing database resources to conduct necessary analyses while aiding in the Commission's development of successor databases. The Commission envisions that successor databases will facilitate the use of more advanced econometric analyses, and hence, the development of those databases must accord with the requirements of those methods. Individual qualifications include: a doctoral-level degree in economics, econometrics or statistics; extensive background in SAS programming; a familiarity with high-frequency financial data. Responses to this notice should include: (1) company name, (2) a service capability statement, (3) ability to provide an individual that meets the qualification requirements, (4) information on published research in applied time-series analysis of high-frequency data, (5) examples of projects where you provided similar services to clients, (6) DUNS number, (7) address, (8) point of contact and the (9) size of your business (small, women-owned, etc.). Your response should not exceed ten pages. Responses to this notice must be submitted in writing (email or fax) and received not later than November 9, 2009
- Web Link
-
FBO.gov Permalink
(https://www.fbo.gov/spg/CFTC/OFMP/POP/CFEN-10-SS-0079/listing.html)
- Place of Performance
- Address: CFTC Headquarters, Washington, District of Columbia, 20581, United States
- Zip Code: 20581
- Zip Code: 20581
- Record
- SN01994857-W 20091031/091029235701-d4bfbb9986687f20fc1e070e8aa79bdf (fbodaily.com)
- Source
-
FedBizOpps Link to This Notice
(may not be valid after Archive Date)
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