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Matlab Lead/Lag Indicator Financial Time Series Analysis

$30-250 AUD

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Publicado hace más de 8 años

$30-250 AUD

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Using Matlab, I would like you to conduct a financial time series analysis on the EURUSD 5min, 15min, 1 hour and 4hour time series that are attached (File format: Time, Open, High, Low, Close, Volume). 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 [login to view URL] I am not in a rush for this one and am more interested in your previous work with Matlab Time Series Analysis and your references. Please send me a message with any questions, Eddie.
ID del proyecto: 8901014

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11 propuestas
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Activo hace 8 años

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11 freelancers están ofertando un promedio de $227 AUD por este trabajo
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I can do this task for you.I can do this task for you.I can do this task for you.I can do this task for you.I can do this task for you.
$222 AUD en 3 días
4,7 (136 comentarios)
6,5
6,5
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Can be done by professional engineer ...............................................................................................................................
$200 AUD en 5 días
4,4 (87 comentarios)
6,1
6,1
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Hello, Thank you for inviting me to your project. As you might have already seen I have pretty much of experience in Statistics. Time series particularly I have done a lot of projects in and outside freelancer. I have Matlab and am well advanced in using it. I would be happy to work on your task as it also seems interesting. Best, Iva
$200 AUD en 7 días
5,0 (39 comentarios)
5,3
5,3
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I'm a PhD student in Engineering with a Master's in Statistics. Expert in Matlab, Econometric and statistical modeling of pretty much everything you can think of. These include expertise on protocol development, research study designs, sample size calculations, data management, and data analysis using various statistical software’s (i.e. STATA, Eviews, R & SPSS), statistical interpretation and report writing also familair with programming language C,C++,C#,. Currently involved in official approval of internal econometric models that banks are using.
$250 AUD en 5 días
4,9 (26 comentarios)
5,6
5,6
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hi, good to hear that you are stressing on previous work on time series, and fortunately, i've worked on various time series data including financial time series. there are a few projects listed here in my portfolio too involving some research and paper implementations for stock price prediction, high/low inference etc. all of them have been done in matlab, without any external libraries. if you like to take a look at other matlab projects visit MATLAB section of my blog www.iquotient.wordpress.com. regarding this task: i do not have a lot of questions as of now, except for setting a timeline, input/output formats, and budget allocation. message me when you are free. thanks.
$160 AUD en 7 días
4,9 (17 comentarios)
4,2
4,2
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I am a professional matlab programmer. I am sure to give my fullest support for the project. Expecting commitments from you
$210 AUD en 3 días
5,0 (14 comentarios)
4,3
4,3
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A proposal has not yet been provided
$150 AUD en 3 días
4,1 (11 comentarios)
4,2
4,2
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A proposal has not yet been provided
$110 AUD en 3 días
0,0 (0 comentarios)
0,0
0,0
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A proposal has not yet been provided
$277 AUD en 7 días
0,0 (0 comentarios)
0,0
0,0
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Hi, I have read your requirements, I have not done something like this before , but I have good Forex/Binary Options, MATLAB experience. I will love to work on this for you.
$222 AUD en 7 días
0,0 (0 comentarios)
0,0
0,0

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Bandera de AUSTRALIA
Darwin, Australia
5,0
16
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Miembro desde feb 6, 2011

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