Matlab...We need to backtest multiple time series of data in Matlab vs. the stock indicies

Must be MATLAB Finance knowledgable. Plese exhibit this in your bid!

We have multiple times series that have been generated over the past 18-24 months.

We are attempting to write a white paper on the predictive nature of these indicators vs. the broader markets.

I would like to have someone upload them into MatLab and benchmark them against indicies like the S&P 500 or sector specific industries.

I would also like to be able to derive secondary indicators and use them (such as investing in the timeseries that have the greatest positive delta shifts and shorting the ones with negative delta shifts)

This will be an evolving project.

All we have to provide you with is end of day time series calculations.

Taidot: C-ohjelmointi, Java

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About the Employer:
( 8 reviews ) Toronto, Canada

Projektin tunnus: #406693

2 freelanceria on tarjonnut keskimäärin 625 $ tähän työhön


Hi. I have worked in MATLAB for four years! I will be happy to join your team!

500 $ USD 15 päivässä
(0 arvostelua)

I have solid knowledge in Matlab. I have done e.g. image analysis, statistical modeling, neural networks and all kinds of stuff with Matlab. I am planing to use Matlab's financial toolbox for this one. I would also ha Lisää

750 $ USD 14 päivässä
(0 arvostelua)