Generic Time Series Modeling with trading data in Python (STATISTICAL MODELING) --

to make a time series model to plot an X Y scatter plot based on price data for several assets all at once (several currency pairs would be clustered together and have their own scatter plot, same for commodities, same for cryptocurrency, etc) with "momentum" as the x axis and "mean reverting" as the Y axis. The model would use both the variance ratio test and Ornstein–Uhlenbeck (OU) Process to determine whether if the asset should be classified as a momentum asset or mean reverting asset. I would want the ability to run the model for various the trading periods (i.e. monthly, weekly, daily, 4hr, 1 hr, 30 min, 15 min, 5 min, 1 min).

The variance ratio test would plot on the scatter plot based on the following: Decreasing variance/ (variance ratio between 0 and .8), a random walk (.8 to 1.2) or increasing variance/momentum (ratio of 1.2 to 2).

The OU process would calculate the mean reversion rate. I would want to visualize whether the mean reversion rate was high or low on the plot and be able to compare that to the results of the variance ratio test.

So essentially, I am looking for a scatter plot that plots results for two test (variance ratio test and OU process) using a cluster of trading data (i.e. currency pair data, etc) for different time frames. I am looking for a way to constantly scan the markets (multiple assets) and determine the results of the tests on this scatter plot at any given time.

Квалификация: Machine Learning (ML), Metatrader, Python, Финансовые исследования, Neural Networks

Показать больше time series pattern recognition python, xgboost time series forecasting python, time series analysis in python with statsmodels, time series forecasting tutorial, introduction to time series forecasting with python pdf, python time series library, time series forecasting example, multivariate time series forecasting python, time series data library, options trading correlation arbitrage time series, estimating time series data multiple time series, real time stock data python, statistical test time series spss, time series data minitab, capture real time trading data, data time series, forex data time series, time series data clustering matlab, time series data econometrics project, matlab time series neural network test data

О работодателе:
( 38 отзыв(-а, -ов) ) ontario, Canada

ID проекта: #20233976

11 фрилансеров(-а) в среднем готовы выполнить эту работу за $147


Pro Statistics/Stock/Math/Algorithm/ Machine Learning/AI Expert! Dear client, Once saw a your project, it was attracted my mind because I am very interested in your project and also, have rich experiences and high sk Больше

$63 CAD за 7 дней(-я)
(28 отзывов(-а))

Hi there, I have read your project description and i'm confident i can do this project for you perfectly.I still have a few questions. please leave a message on my chat so we can discuss the budget and deadline of the Больше

$70 CAD за 3 дней(-я)
(14 отзывов(-а))

Hi... I have more than 10 years of experience in the industry. You must visit my profile and see the level of customer satisfaction through my ratings and reviews. I can provide you 100% quality even in a short span Больше

$50 CAD за 7 дней(-я)
(12 отзывов(-а))
$69 CAD за 10 дней(-я)
(7 отзывов(-а))

Hi Hope you are doing well . I am Quant with 4+ year of experience in trading. I think the project falls under my domain. I have made many time series models in my career and I can do the project with great Quality so Больше

$400 CAD за 7 дней(-я)
(5 отзывов(-а))

Hello I am a highly motivated young technocrat from India. Currently, I am a Ph.D. research scholar in the department of Computer Science & Engineering at Indian Institute of Technology (ISM) Dhanbad, India. I am appr Больше

$150 CAD за 10 дней(-я)
(6 отзывов(-а))

I DO NOT OUTSOURCE I have been a freelancer for the past 8 years, I believe that my experience and skill in this background will prove to be of great help to you. Contact me to discuss more on the details

$100 CAD за 2 дней(-я)
(5 отзывов(-а))

Hello, I have read the details provided and i am positive i can provide quality work,please contact me to discuss more on the project deadline and some other few things

$100 CAD за 3 дней(-я)
(12 отзывов(-а))

Dear sir! Thanks for your posting job. I have read your requirements carefully and fully understood what you need. I am expert in programming using almost languages. Especially, i have a rich experience in Python, Java Больше

$55 CAD за 7 дней(-я)
(1 отзыв)

Hello How are you? I would be grateful if you could provide me all content, Images, Plugins, and Template. So I can better understand your need and even I can share suggestions with you. I am a high-end Wor Больше

$64 CAD за 5 дней(-я)
(0 отзывов(-а))

Computer Science and Artificial Intelligence student at a leading UK university. 5 years experience in applying A.I and Machine Learning techniques to the financial markets. Please message me for further details.

$500 CAD за 7 дней(-я)
(0 отзывов(-а))