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Quantconnect Algorithm Trade

Starting balance is 9,000,000 USD.

Use 80% of balance to construct portfolio.

20% of the portfolio will be kept in ^ITX bond and used to purchase and execute options.

Construct a portfolio out of the SP500 (All Constituents) based on the Mean Variance Optimization (SP500 constituents have a minimum market cap of 14.6 billion USD as of 4th of March 2022 which is the start date).

Shares must be bought in slots of 100 (round to the nearest hundred).

For all stocks:

All options should expire in less than 20 trading days.

Option contract should cover number of shares per traded constituent.

Only execute if profitable and premium is covered.

If SMA(50) > SMA(200) purchase call option and execute if strike price of option is less than share price.

Option with the lowest strike price should be purchased.

If executed sell share holdings and purchase at strike price.

If SMA(200) > SMA(50) sell covered put option and execute if strike price of option is more than the share price.

Option with the highest strike should be purchased.

If executed transfer equity of share to ^ITX bond.

The portfolio must rebalance every month 20 trading days.

For the benchmark it should be compared to the SP500 Index and VOO.

Taidot: C++ -ohjelmointi, Algoritmi, C-ohjelmointi, Algorithm Analysis, Tietojärjestelmäarkkitehtuuri

Tietoa asiakkaasta:
( 0 arvostelua ) United Arab Emirates

Projektin tunnus: #34358744

14 freelanceria on tarjonnut keskimäärin $1190 tähän työhön

(36 arvostelua)
6.4
consultantcae

Hi, I am Sourabh Jain, I am interested in the project. I have written several trade script on Quantconnect platform using python. I have written scripts involving trading indicators, volume, chart pattern etc. with po Lisää

$500 USD 7 päivässä
(47 arvostelua)
6.1
AbhyudayaCodes

Hello, Sir/Madam ! Greetings! I am an Expert Algo Trading Systems Developer, Python Programmer and Developer, who can surely do your work, considering my experience in the Stock Market and Algo Trading Systems Develop Lisää

$10000 USD 45 päivässä
(13 arvostelua)
5.5
rajat23091969

Main specialization: * developing Windows Desktop and Web solutions (mainly using C, C++, C#, ASP.NET) * converting/translating/porting code from one programming language to another programming language. * writing wrap Lisää

$555 USD 7 päivässä
(1 arvostelu)
3.7
anenkovakateryna

Hi I've read the project description carefully. I have 5 years of experience in algorithm for trading strategy, so I became an expert that fits perfectly with your requirement fields. It would be a great pleasure for Lisää

$350 USD 3 päivässä
(4 arvostelua)
3.3
Actisoft2017

Hello I Understand your requirement but i have few doubts, text me so i can clear all my doubts right away, I can help you and i am ready for work. Thank you.

$500 USD 7 päivässä
(1 arvostelu)
2.6
farysttech

HI! ! I am a prominent Website Developer with 10+ years of experience. I can provide you with free limited maintenance and support post project completion. Exclusive quality check and testing will also be provided free Lisää

$250 USD 7 päivässä
(2 arvostelua)
2.3
grapessoft

Hi Greetings! I am available right now for the project discussion and can start the project on an immediate basis. I have understood your project requirement I have7++ experience in design and development. I can ha Lisää

$750 USD 7 päivässä
(1 arvostelu)
1.6
santiagomac841

Dear Client My name is Santiago and I am Python&AI developer. I have 6 years of experience in AI and have 2 years of experience in Trading View. In University of Toronto, I got Bachelor's degree in Stochastic & Statist Lisää

$500 USD 7 päivässä
(1 arvostelu)
1.7
ahmaddar2970

Hi there, I am a full stack developer with experience in both front-end and back-end development since 2018. I have read your project Quantconnect Algorithm Trade and understood its description very carefully. However, Lisää

$500 USD 15 päivässä
(0 arvostelua)
0.0
nayeepiyush3

Hi I will do and i have a Big Company my company Name Webblu Technologies [login to view URL] I am read your project description carefully. I have 14+ years highly Experience in, and i am expert and fastly work  > Zoho EXPERT Lisää

$500 USD 10 päivässä
(0 arvostelua)
0.0
dsdfg4

I can gurantee for good product. Hey I'm interested in your project, I have read out your requirements. We have 5+ years experience .We have worked on similar Projects to What You are Looking for. We Have A Variety of Lisää

$500 USD 7 päivässä
(0 arvostelua)
0.0
acafrel

hi there. how are you today? I have read your project requirement carefully. I can help you. If you need me ping anytime. best regards

$500 USD 7 päivässä
(0 arvostelua)
0.0
(0 arvostelua)
0.0