... Weight the five assets according to minimum variance optimization, using a “weighted” covariance matrix calculated based on 126-day correlation and 20-day volatility. Backtest: Hold positions until the final trading day of the following month. Rebalance the entire portfolio monthly, regardless of whether there is a change in position. 1st :Google
Compile BackTrader package and IB (Interactive Brokers) Insync package such that users are able to run applications on a website. Applications - 1. Backtest ideas - 2. Place orders on Interactive Brokers Code files for the program already exist in jupyter notebook format.
...project. Domain and hosting are in place. CPanel access active. The layout. Fonts. Images. Text. The video. Fully wire framed and ready to be coded and uploaded. We can backtest with Indesign, Mock Up, Google Web Designer or collaborative platform of your choice. Time: 1-week max. If you can meet the deadline and follow the client's specs this
I would like you to code a trading system on QuantConnect, using Python. So that I can run a backtest on it. I have all of the parameters of the system clearly established. The details of the system will be provided to the programmer who is selected. Having spoken to an experienced programmer, it should take about 200 lines to complete.
...assets etf and mutual funds. some guys here are implementing it. I've already some strategies in R but i need a professional who can help me more: build more strategies and backtest connect strategies in my new platform in collaboration with guys here implementing mifid compliant questionnaire market and financial risk modelling other studies during
I've been digging in cryptocurrency market data...feeds of market data for a few exchanges, and I'm willing to write orders executors for those exchanges. I need an experienced quant person to check out the market data and to backtest and write a strategy. I'm looking for someone who would be interested in being a partner, and not just a freelancer.
...and in backtesting mode, so not sure how the extraction of historical data needs to be done so that there is no bias/look into the future bars. Very important to be able to backtest the script obviously. there should be some debugging dialog appearing on the chart window to see what the cBot is doing at every step. The c# code will have to be provided
Hi Igor S., I am interested in building a strategy for trading options on futures. I would like the ability to modify and backtest the strategy. I liked the interface at [url removed, login to view] Is it possibly to create an interface like this to create strategies? I would like to add more options and variables to the interface
The task is to backtest the last 3 months of a telegram group [url removed, login to view] . They will post which coin to buy eg LGD on Jan 10 2018. You will record the post, the date and time, the coin, the price at time of post 0.00015. Then you will check the chart on [url removed, login to view] or [url removed, login to view] for the next few days after the post. If
Required to build a workaround solution to feed fresh tick data to cache in order...tick data is needed). There is a method to modify TDCB (cached files): [url removed, login to view] Ultimately I want to have fresh tick data to backtest with a maximum of a few minutes data lagg instead of 2 days. Kind regards, Alex
1. The strategy is not important, can be anything( your ideas welcome) 2. Just need result - by having proper backtest on an Indian index like nifty/banknifty 3. Arrows, exit triangle, 3 targets, stop loss, and trail stop loss in settings 4. with optimizer / backtester compatibility, 5. need to make approx 70 percent of daily range in intraday
Hi there, Please take a l...I don't have the original code of the indicators that are shown in the image, it is private. It just shows the buy and sell arrows. I am looking for someone to create a backtest strategy so I can see how profitable the strategy is depending on how I change the box size. Let me know if you have any questions. Thanks