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.

Habilidades: Linguagem de Programação R, Backtesting, Trading

Sobre o Cliente:
( 1 comentário ) geneva, Switzerland

ID do Projeto: #35341618

3 freelancers estão ofertando em média $50/hora nesse trabalho


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 Mais

$50 USD / hora
(2 Comentários)

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 Mais

$50 USD / hora
(3 Comentários)