Completed

Backtest a Trading Strategy in Python/ Machine Learning SVM / SVC - Repost

Your task is to run some backtests using an existing Python based trading strategy (the strategy will needs adjustment on several levels):

The Strategy is run in Python and makes use of common modules:

Numpy

SkLearn incl. SVM/SVC

Pandas

etc.

Your task is to extend the trading strategy as per the instruction that I will provide in chat and measure the following:

- accuracy of prediction (long/short guessed correctly)

- total profitability

- drawdown (maximum diversion from profit peak)

- consecutive loss days/ consecutive win days

- Sharpe Ratio

Strategy has hyper parameters to set. I need guidance/input on how to set and how to test different versions.

Skills: Algorithm, Machine Learning (ML), Python, Software Architecture, Statistics

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About the Employer:
( 143 reviews ) Palo Alto, United States

Project ID: #17192346

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maysamk19

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rexzetsolutions

ca we please discuss in chat as i need to understand the startegies, as have so many doubts i am oython expert and worked on the plugins you mentioned in project description

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saytechworld

5+ years Python experience, with Django and flask, and substantial experience creating APIs 10+ years experience with backend development, web and traditional software engineering Experienced with modern responsive s More

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