Need multiple Portfolio Trading Strategies & System Groups (Time-Frames) coded.
This will include the ability to test & trade (at the same time) dozens of futures, stocks, & options on multiple time frames (intra-day, daily, weekly, monthly). All systems will require 2 or more raw data fields (time-frames) per symbol.
This includes ranking capability (above, below, between certain thresholds) of multiple variables and customizable inputs & filters for each strategy.
A genetic optimization of the inputs, filters, percentile rank, and 3 equity curves (original-raw, trend, and mean reversion equity curves) must be included for Strategy.
A Master Risk Control function must be built to control all %Risk, Portfolio Constraints, Equity Curve Filters, Strategies, & System Groups.
Last, these orders must interact with brokerage API / DLL for automated execution & reporting.
22 freelance ont fait une offre moyenne de 4690 $ pour ce travail
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