Matlab Lead/Lag Indicator Financial Time Series Analysis'
$30-250 AUD
Pagado a la entrega
Using Matlab, I would like you to conduct a financial time series analysis on the EURUSD 5min, 15min, 1 hour and 4hour time series (I can send you copies of csv files if necessary).
Using a simplistic trading strategy, when lead/lag crossover then buy/sell with TP and SL created at entry where TP>SL with ideally greater than 75% trades profitable with no greater than 10% account drawdown on any trade.
For each of these time series i would like you to use a leading and lagging indicator of EMA or SMA or WMA to identify the optimum combination of indicator for each time series.
Determination of the best Take Profit and Stop Loss for each of these time series where TP>SL (ie. TP:SL 1.5:1).
The best combination for each time series and TP/SL can be determined through Sharpe Ratio/Final Return/predictive power/drawdown/% profitable trades and be validated through a validation set.
Your findings for each time series will be supported by graphical analysis, reports and explanatory notes.
A good starting point for this work can be found in link below which includes videos and code examples [url removed, login to view]
Please send me a message with any questions, Eddie.
Nº del proyecto: #9056035
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4 freelancers están ofertando un promedio de $203 por este trabajo
Hi, I have seen all matlab webniars on quant trading many times . I did a very similar project for my own investment firm recently. I have access to Bloomberg and Reuters and I'm a matlab specialist
I have more than three years of experience of working with MATLAB. I have also worked on time series models such as ARIMA
Hi, my name is Daniel i have a good experience working with matlab, i am sure i can help you with this project. can you send me the files to make a fast review and see how may i start