Dynamic Money Management @ Portfolio, Strategy, & Symbol Levels.
$1500-3000 USD
Fermé
Publié il y a environ 11 ans
$1500-3000 USD
Payé lors de la livraison
Looking for add on trading development to existing trading & back testing software - currently leaning toward AmiBroker:
Can AmiBroker AFL or Low Level Back Tester, or a Custom DLL do this:
Inputs:
AcctValue-RT $ 500,000
%Leverage 150%
#Strategies 4 Equal Weight
MaxPositions 8 Per Strategy
Portfolio Max%DD 10.0% Stops Hit @ Once (All Strategies & Symbols)
Portfolio Calculations:
BuyingPower $ 750,000(AcctValue-RT*Leverage)
$PerStrategy $ 187,500(BuyPower/#Strategies)
$PerSymbol $ 23,438 ($PerStrategy/MaxPositions Per Strategy)
Strategy Max%DD 2.5% (PortfolioMax%DD/#Strategies)
Ticker Max%DD 0.3% (StrategyMax%DD/#MaxPositions)=BaseFF%Risk
Constrain Symbol Level Position Size to Lesser of:
1) $PerSymbol (Notional Value)
2) Ticker Max%DD (Symbol Fixed Fractional (FF) %Bet Size
Looking for a skilled financial programmer who can incorporate this Portfolio Level Position Sizing to existing Multi-Symbol Strategies (Equities, Futures, Forex, Options) & their associated Back Testing results (i.e. Equity Curves).
Dynamic Equity Curve Filters & Under-Overweight (Martingale & Anti-Martingale) will be optionally applied at the Symbol (i.e. AAPL, ES, GC), Strategy (ROC,MR,Pattern), & Portfolio Level
Strategy Level = (1+ret%AAPL)*(1+ret%ES)*(1+ret%GC)
Portfolio Level = (1+ret%ROC)*(1+ret%MR)*(1+ret%Pattern)
Open to AmiBroker, NinjaTrader, TradeStation, Multi-Charts, Modulus, or any existing software where the Quote DB, Back Testing Engine, Genetic Optimizer, Walk-Forward, ect. does not have to re-invented.
Project#1 is Dynamic Money Management @ the Portfolio, Strategy, & Symbol Levels (Budget Price below if only for Project#1)
AND (if successful)
Project#2 is to incorporate Project#1 with Interactive Brokers (IB) API for an Advisor (Multiple - Separate Managed Accounts) to each independently Auto Trade from one Master (Control) Account.
Thanks,
Karl
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Business Development Manager
AuricleSoft
Hi.....,
I (Myself a senior ASP.NET programmer using C# and VB) have a team having experience of more than 5 years in developing web and mobile applications. I have a team of expert programmers who write robust and bug-free codes at the very first instance. After seeing our quality of work and the cooperation offered to you even after the work has been delivered to you, you'll come to us again and again to avail our services.
I read through the job details extremely carefully and I am absolutely sure that I can do the project very well. I can achieve the results that you are asking for within your timeframe and budget. I am confident I can exceed your expectations and I would love to work on your project.
Thanks,
Murtaza
Hello,
I am senior Web-developer & We Provide services in .Net/MySQL/WordPress/Magento/P hp/Java/Joomla.
artist with exp over 15 years. We have team of 60 developers.
Hello Respected Client,
I have Read your requirements and we are very experience in this concept. Please check Message Board for more details.
Thank you !
Well, This project is something for which I myself am interested and had worked on similar type projects. I am biding here for my own interest. I can deliver it as you want.
Waiting for your response so that we can discuss on this and start the work.
Kindly accept my bid for this project as We have more than 7 years experience in developing large scale "Web Portals" and 3 years in "Mobile Applications (iPhone/iPad/Android/BlackBerry)" in the relevant skills as PHP/MYSQL, ASP.NET/SQL, C#, Objective C, Java and HTML5 so ready to assign 1 designer and 2 programmers from my team, please check PMB for previous projects they have been developed and decide the best team accordingly. Thanks, IMS
It's an easy task for us. We have gone through your requirements and we are ready to start the work immediately on your project. We will send you the complete list of company's projects and portfolio once you reply us back. Also please check the PMB.
Thanks.
It's an easy task for us. We have gone through your requirements and we are ready to start the work immediately on your project. We will send you the complete list of company's projects and portfolio once you reply us back. Also please check the PMB.
Thanks.
It's an easy task for us. We have gone through your requirements and we are ready to start the work immediately on your project. We will send you the complete list of company's projects and portfolio once you reply us back. Also please check the PMB.
Thanks.
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