macd startegy in python
$10-30 USD
Paid on delivery
1. load daily data from text csv file or download it directly from internet. Time series length:
min. 6 years.
2. divide input data into training and testing set
3. generate at least one type of trading signals (for example buy signal)
4. trade basing on generated buy/sell signals - each student in team should implement own
trading strategy.
5. calculate standard performance/risk measures (Sharp Ratio(Total/Annualized), Information
Ratio(Total/Annualized), Maximum Drawdown, Standard Deviation) for both training and
testing set.
6. optimize the strategy parameters on the training set using one of the measures above
7. calculate the total value of portfolio (cumulative return) for both training and testing set
8. present the total number of trades
Project ID: #25629423
About the project
4 freelancers are bidding on average $195 for this job
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