Quantitative trading strategy / Kalman filter in R
This project received 16 bids from talented freelancers with an average bid price of $ USD.Get free quotes for a project like this
Project Budget$250 - $550 USD
This project involves completely replicating the Kalman filter, trading/backtest strategy, and results (in R) in the attached academic paper. I have included historical data for the E-mini futures contract as well. This project requires:
1. R code of Kalman filter "4" from the paper
2. R code of trading strategy/backtest from the paper using Kalman filter "4"
3. Accurate replication/validation of trading results/backtests using parameters specified in the paper for Kalman filter "4"
Please reference the attached literature for more information. Thank you!
Browse Related Skills
Other things people do on Freelancer
Looking to make some money?
- Set your budget and the timeframe
- Outline your proposal
- Get paid for your work
Hire Freelancers who also bid on this project
Looking for work?
Work on projects like this and make money from home!Sign Up Now
- The New York Times
- Wall Street Journal
- Times Online