Project for seriousall

Hi seriousall, I noticed your profile and would like to offer you my project. It involves a trading strategy based on a Kalman filter as described in a recent academic paper. I would like the project to include:

1. R code of the Kalman filter (specified as Kalman filter "4" in the paper)

2. R code of the trading strategy and backtest

3. Replication of results using the parameters provided in the paper.

We can discuss any details over chat -- I will send you the paper and E-mini contract data in CSV format. Thanks so much!



Habilidades: Extracción de datos, Aprendizaje automático, Python, Lenguaje de Programación R, Estadísticas

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Información del empleador:
( 3 comentarios ) Schertz, United States

Nº del proyecto: #11762265

1 freelancer está ofertando el promedio de $250 para este trabajo


Hired by the Employer

$250 USD en 5 días
(21 comentarios)