matlab code conversion to run on webpage (Linux server)
$30-250 USD
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Julkaistu yli 10 vuotta sitten
$30-250 USD
Maksettu toimituksen yhteydessä
I need cointegration and correlation script available in matlab to be converted to code to run on linux server. Data shall be from mysql database. Database with data will be provided by me. Refer these links for matlab code
A. [login to view URL]
B. [login to view URL]
C. [login to view URL]
Additional tools / scripts may be used by freelancer to complete the project. Output should be similar to the application at www dot pairtradefinder dot com.
Main requirements are correlation and cointegration scripts to run on the webpage in realtime.
time series analysis – performing Correlations test on the dataset after selecting suitable pairs, back test a trading strategy
return standard deviation from the mean for the highly correlated stocks
to isolate cointegrated pairs (ADF-stationary test, Granger coint test) The cointegration analysis needs to be robust and able to the following at a minimum determine if the series are cointegrated long term but also based on existing GUI (add chart)
• after selecting suitable pairs, back test a trading strategy which uses combination of the spread, historical volatility, delta ratio and a used-defined threshold as to generate signals for buy/sell entry points with fixed stop loss and take profit levels
• The code should also include a REPORT generating function, showing the backtesting results with P& L, max drawdown, number of trades and other performance measures.
• Estimating GARCH models
• Forecasting Volatility
• Estimating Value-at-Risk
I would like to be able to give an input stream of data to this script in real time (from mysql database). The script should be able to input the data and output buy/sell/neutral signals accordingly.
Hi,
can you elaborate further your requirements? as per my understanding this task involve several part beside code conversion.
1- compilation of converted code in C/C++ to Linux.
2- establish conectivity with MYSQL and Querying in C/C++.
3- embedding C/C++ compiled code in PHP and this also be able to report data to PHP in desire formats.
i wanted to know you want all the part to be done or which part you are handling yourself.
regards
seeprog
we are group of Electrical (telecommunication) engineers and we have been working on developing websites using html5 and php. we also work on java... we have been taught matlab in our course period...we do have experience on matlab.
so we have experience on php mysql html ass well as MATLAB...so we really deserve the project.....if you accept our bid we will show you our projects on matlab, php etc. will be looking farward for your response....
Hi Rad. I can help you with this project. Ive worked 2 years with MATLAB and with linux servers.
When is your deadline? What is the linux server distribution?
Regards.Greg.