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Quantitative trading strategy / Kalman filter in R -- 2

$250-550 USD

Terminado
Publicado hace más de 7 años

$250-550 USD

Pagado a la entrega
This project involves completely replicating the Kalman filter, trading/backtest strategy, and results (in R) in the attached academic paper. I have included historical data for the E-mini futures contract as well. This project requires: 1. R code of Kalman filter "4" from the paper 2. R code of trading strategy/backtest from the paper using Kalman filter "4" 3. Accurate replication/validation of trading results/backtests using parameters specified in the paper for Kalman filter "4" Please reference the attached literature for more information. Thank you!
ID del proyecto: 11929868

Información sobre el proyecto

12 propuestas
Proyecto remoto
Activo hace 7 años

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I am a Mathfin graduate and have done such projects in academic and professional setting. I have fair amount of experience in finance in topics such as asset pricing, option pricing, risk-neutral measure, market risk, Black - Scholes, term structure, interest rate models, derivatives etc. I am really proficient in Python and R and can do these calculations with rigorous formulas. Let me know more about the page number where the Kalman 4 is explained, so that I can take a look
$416 USD en 10 días
5,0 (5 comentarios)
3,4
3,4
12 freelancers están ofertando un promedio de $449 USD por este trabajo
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I am perfect with Kalman filter in R matlab and python. I have done this thing before in matlab please come inbox
$500 USD en 10 días
4,9 (101 comentarios)
6,1
6,1
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A proposal has not yet been provided
$333 USD en 5 días
4,7 (22 comentarios)
4,6
4,6
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Hello, I'm a statistical engineer/analyst and I'm familiar with backtesting different methods and the R environement. Budget and due date may change according to the project. May contact for further information.
$455 USD en 10 días
5,0 (1 comentario)
2,7
2,7
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With over two decades of tutoring experience at various levels of mathematics, physics and engineering, we are highly qualified to complete projects in Finance, Economics and Statistics. We also code in Matlab, R, Stata, Java and Python...Electrical Engineer on Power Electronics, Circuit Design (PLECS, PSIM, Multisim, and Simulink), PCB Layout and Matlab Programming as a post graduate in Applied Statistics. We have extensive experience in handling statistical data, especially in Time Series Modeling & Forecasting, Regression analysis, Bio-Statistics, descriptive and Inferential Statistics etc. Each member of our team has expertise on STATA, SPSS & AMOS, Eviews, Gretl, Minitab and MS Excel. Perhaps you need C and Python programming and Linux Shell scripting. We can definitely accommodate those needs. Our portfolio also includes completed projects in statistical concepts that used stat software packages such as R, SPSS, Minitab, Matlab and Mathematica.
$421 USD en 10 días
3,9 (2 comentarios)
3,2
3,2
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A proposal has not yet been provided
$444 USD en 10 días
5,0 (2 comentarios)
2,3
2,3
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Hi, Your project is so interesting. I would like to work with you on it. I worked on different statistics and econometrics projects based on R. I hope to hear from you, Zach
$600 USD en 7 días
5,0 (1 comentario)
1,4
1,4
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Hi Ben Jones here, I hope you will consider me for your project. I will assure you a quality end product at a competitive price. I know you will be swamped with bids so thank you for the time. Hoping to hear from you soon and if you have any queries please do not hesitate to message me and i can talk. thanks
$444 USD en 3 días
0,0 (0 comentarios)
0,0
0,0
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A proposal has not yet been provided
$388 USD en 7 días
0,0 (0 comentarios)
0,0
0,0
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Dear Sir/Madam, I am a data scientist with many years experience using R for modelling and statistics. I believe it will be posssible to replicate the algorithm in R, and I will do so in the form of a fully commented script, containing functions that can be imported to other scripts, and examples. My academic education was in Ecology and Natural Resources management, up to masters level, during which I gained skills in quantitative data analysis, programming, and statistics. This lead me to take on roles in data management and analysis for environmental consultancies for over five years, and I have additional experience gained from volunteer work and my current work as a freelance data scientist and developer. I will be looking forward to hearing back from you about this opportunity. Kind regards, Shaun
$500 USD en 10 días
0,0 (0 comentarios)
0,0
0,0

Sobre este cliente

Bandera de UNITED STATES
Schertz, United States
5,0
3
Forma de pago verificada
Miembro desde oct 29, 2014

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