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Project for seriousall

Hi seriousall, I noticed your profile and would like to offer you my project. It involves a trading strategy based on a Kalman filter as described in a recent academic paper. I would like the project to include:

1. R code of the Kalman filter (specified as Kalman filter "4" in the paper)

2. R code of the trading strategy and backtest

3. Replication of results using the parameters provided in the paper.

We can discuss any details over chat -- I will send you the paper and E-mini contract data in CSV format. Thanks so much!

Best,

Aaron

Навыки: Интеллектуальный анализ данных, Машинное обучение, Python, Язык программирования R, Статистика

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О работодателе:
( 3 отзыв(-а, -ов) ) Schertz, United States

ID проекта: #11762265

1 фрилансер подал заявку на эту работу; средняя заявка - $250

seriousall

Hired by the Employer

$250 USD за 5 дней(-я)
(21 отзывов(-а))
5.1