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Amibroker AFL for pairs trading

$30-250 USD

Cancelled
Posted about 9 years ago

$30-250 USD

Paid on delivery
Looking for an expert Amibroker coder to write an AFL that will do the following: 1) User will input a list of stocks. 2) Program will get the Pearson correlation of those stocks over a lookback period of x days using a moving average. 3) For those pairs with a correlation above x%, backtest a strategy according to this methodology: a. Enter a LONG trade (buy stock A / Short stock B) if the price ratio (price of A/price of B) drops more than x standard deviations below the mean b. Enter SHORT trade (short stock A / buy Stock B ) if the ratio exceeds more than x standard deviations above the mean c. Exit a trade when the pair ratio returns to within y standard deviations from the mean; or exit using a stop loss.
Project ID: 7047367

About the project

1 proposal
Remote project
Active 9 yrs ago

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1 freelancer is bidding on average $155 USD for this job
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I have been helping out my father in Amibroker so have quite some experience with it. I am a quick learner and will be able to learn anything new, if required.I am dedicated to my work and hence will be able to successfully complete this project
$155 USD in 10 days
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About the client

Flag of UNITED STATES
East Brunswick, United States
5.0
107
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Member since May 16, 2011

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