Rules based rotation trading strategies seeking to maximize sharpe ratio

I have several projects I want to do in this space and starting with the simplest. The projects require good understanding of momentum/trend following strategies and backtesting. The 1st project is to backward engineer a 3rd party VIX contango strategy which can run on hosted domain (godaddy/bluehost) to be uploaded and configured by the programmer. The criteria for succes is that the program match exactly the 3rd party algorithm which does not change going forward. I would propose payment is linked to confirming it works going forward. Later, I want to investigate how the strategy can be improved based on lower drawdowns (increased sharpe ratio) running different simulations. I do not know all the variables that can be used and would want input. I do not have access to any proprietary data sources.

Habilidades: Matlab and Mathematica

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Acerca do Empregador:
( 0 comentários ) Costa Rica

ID do Projeto: #6801272

3 freelancers estão ofertando em média $18861 para esse trabalho


Professional software engineer with 37 years of software design and coding experience, I will need this offer and one more at $33/hr rate with $660 as MILESTONE ............Total project may require some 50 hours of wo Mais

$252 USD in 10 dias
(55 Comentários)


$55555 USD in 10 dias
(0 Comentários)

Hello! We are extremely interested in this project and would love to help you with this project, please reply back to discuss further. Looking forward to hear from you soon. Thanks! http://www.freelancer.com/u/xazoo.ht Mais

$1500 USD in 20 dias
(0 Comentários)

I have been studying the market for about 3 years and do several back testing of different strategies. I love doing this kind of stuff. Have you considered using Prodigio? An important factor for me is attenti Mais

$777 USD in 20 dias
(0 Comentários)