Python + Quantitative finance skills required

code should be able to:

download daily data from Internet (or read data from text file). Time series length: min. 5 years.

divide data into training and testing set

generate min. one type of trading signals (for example buy signal)

trade according to generated signals

calculate standard performance measures (Sharp Ratio,Information Ratio, Maximum Drawdown,Standard Deviation)

optimize the parameters of strategy on the training set - (choose one of the measures above)

trade using optimized strategy on the testing set, present performance measures of optimized strategy and calculate the total value of portfolio in each point of time


initial capital 100 000 USD

in the single trade You can use 100 units of the asset

trading costs (can be omitted)

short selling (allowed if needed)

Additionally,please write report (3-4 pages) which contains:

- literature review,

-description of chosen investment strategy, its performance measures, used data ,


Skills: Financial Research, Python

See more: whats skills required utilize telephone effectively, skills required project assistant, skills required net nuke content management, cartoonist skills required, knowledge required finance student company india, photoshop skills required, package designer skills required, scraping yahoo finance data python options, iphone sdk web applications skills required, areas wich design skills required flower shops, writting skills required spc, skills required oscommerce customization, skills required good market telemarket research, skills required web design, skills required photo shop

About the Employer:
( 1 review ) warsaw, Poland

Project ID: #14194661

12 freelancers are bidding on average $159 for this job


4 years of experience in data [login to view URL] science and analytics professional with excellent coding skills in R and Python .  - Proficient in R, Python, SQL,Matlab ; Hands on experience with VBA & Tableau - Stati More

$200 USD in 3 days
(14 Reviews)

Dear Valued Employer, I can add value to your project, by suggesting new ideas. I am fast and reliable. For further understanding why I am the right firm for your project, kindly check my profile, reviews, rating and More

$155 USD in 3 days
(8 Reviews)

Greetings sir, i am an expert freelancer for this job and your 100% satisfaction is assured if you allow me to serve. Here is the reason. Why you should pick me? a) I am a very expert and have the same kind of ex More

$200 USD in 3 days
(4 Reviews)

I have done similar projects & confident to assist you. I'll take responsible to complete the work accurately & on time. You can trust my work and award this project to start from now. Thanks

$80 USD in 3 days
(10 Reviews)
$188 USD in 3 days
(3 Reviews)

Hi There, I have been Through Your description, we have a specialized Certified ACCA professional for this Assisted by expert programmers in this particular task. You will not regret trying us. Many Thanks

$150 USD in 3 days
(2 Reviews)

We are 6+ years of experience worked with companies like Adobe, Dell, etc. even though recently started in freelancer platform. We are experts in WordPress, WordPress development. PHP, Javascript, Java, Python, Softw More

$200 USD in 5 days
(1 Review)

i will discuss it later Relevant Skills and Experience i will discuss it later Proposed Milestones $138 USD - I believe to be a perfect fit for your project.

$138 USD in 3 days
(2 Reviews)
$155 USD in 3 days
(1 Review)

I have a major in finance and I understand the need of understandability and reliance.

$133 USD in 3 days
(0 Reviews)

I have more than 5 years of experience in several web technologies and would like to discuss the project with you.I have checked the details shared by you and it will be done according to your need ,I have worked on More

$155 USD in 7 days
(0 Reviews)

Hello, Your task is almost exactly what I do on a regular basis. In fact, recently I launched a startup ([login to view URL]) which is dedicated to trading strategy analysis. I can defilitely perform this More

$155 USD in 3 days
(0 Reviews)