Designing a stop-loss strategy in trading to perform bact-testing using matlab or SAS programme -- 2

£50-75 GBP

Closed

Posted

almost 10 years ago

£50-75 GBP

Paid on delivery

Hi, currently I need somebody who can write a code in matlab or SAS to perform back-testing trading using stop-loss strategy and will compare the performance of that strategy with buy-and-hold strategy. Basically what I want to do is to construct a portfolio consist of 25 stocks (equally weighted) and apply those strategy in the portfolio. Different holding period will be used (3 months, 6 months, 1 year) and the result will be compared (In terms of the return and volatility of each strategy). I will need to do 500 simulations (meaning 500 portfolios) to check the result. I already obtained a paper on how to do this and I just confused about the programming matters.

Analytics

Finance

Matlab and Mathematica

Project ID: 6126039

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Active 10 yrs ago

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4 freelancers are bidding on average £67 GBP for this job

@ognjen011

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£65 GBP in 5 days

5.0

(42 reviews)

5.6

@JonnaNueros121

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£65 GBP in 3 days

4.9

(5 reviews)

2.9

@Salmanm88

I work with an investment bank and have experience in different kinds of trading strategies including momentum trading, mean reversion and risk control algorithms. Also I have worked on different portfolio allocation strategies.

£72 GBP in 3 days

0.0

(0 reviews)

0.0

@sabirshah4545

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£75 GBP in 3 days