Quantstrat Trailing stops R - algorithmic trading

Job Description:

I am interested in updating a monthly portfolio rebalancing algorithm with signals in R, which has been developed using quantstrat.

In a nutshell, I would like to use quantstrat to set trailing stops on each buy/sell positions, which are being set on the portfolio. Additionally, I would like to rebalance the portfolio every week or month outside of quantstrat.

A knowledge of quantstrat or an equivalent backtesting framework is required.

Skills: R Programming Language, Backtesting, Trading

About the Client:
( 1 review ) geneva, Switzerland

Project ID: #35341618

3 freelancers are bidding on average $50/hour for this job


Hello I am professional Software engineer with specialization in NLP and Algorithms development I have 4years experience in developing such R based portfolio rebalancing algorithm I did my MSSE from NUST Islamabad Plea More

$50 USD / hour
(2 Reviews)

hi, I'm a professional statistical analyst, Data Scientist seeking opportunity to provide highest quality services in the following areas of Statistics and Data Analysis. Looking for outstanding opportunities to apply More

$50 USD / hour
(3 Reviews)