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Amibroker with Python for Cointegration Analysis

I need Amibroker to show pair trading information for cointegration. Calculations can be processed in Python. The logic of the calculations I already have in Excel spreadsheets, but the combinations are not made automatically, so I need to pairs in about 80 stocks and test the cointegration between them in different periods. I also need to show the standard deviation in Amibroker. You will need to create an automatic filter to demonstrate which pairs are cointegrated. Linear Regression, ADF, Dickey Fuller are used in the calculations, so that the programmer who will be chosen needs to be familiar with these calculations.

I emphasize that I already have everything that needs to be done in an excel worksheet but I need that it starts to run automated in Amibroker, with Python doing the calculations.

Compétences : Amibroker Formula Language, Excel, Python, Architecture Logicielle, Statistiques

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Concernant l'employeur :
( 0 commentaires ) Sao Paulo, Brazil

Nº du projet : #19011326

3 freelance font une offre moyenne de $220 pour ce travail

AlexB27

Hello, I have extensive experience in AmiBroker and other trading platforms programming. You can see examples in my portfolio and completed projects list. I am familiar with pair trading concept and ADF test, linea Plus

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(26 Commentaires)
5.5
mohamedaithmida

Hello sir ! We are a group of expert, each with a master's degree in economics and statistics , we have a good experience and brilliant skills in Machine Learning, linear Regression and timeseries analysis using R P Plus

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(1 Évaluation)
1.0
mgrom

Hi there, I'm a Amibroker user, and I've already made few scripts like filters, custom charts, etc. I also know python. So it looks like I'm the man ;) few words about me I have been working as developer, busines Plus

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(0 Commentaires)
0.0