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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.

Навыки: Язык программирования R, Backtesting, Trading

О клиенте:
( 1 отзыв ) geneva, Switzerland

ID проекта: #35341618

3 фрилансеров(-а) готовы выполнить эту работу в среднем за $50/час

techskills16

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 Больше

$50 USD / час
(2 отзывов(-а))
4.2
hayteekeys

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 Больше

$50 USD / час
(3 отзывов(-а))
2.9