macd startegy in python

已完成 已发布的 3 年前 货到付款
已完成 货到付款

1. load daily data from text csv file or download it directly from internet. Time series length:

min. 6 years.

2. divide input data into training and testing set

3. generate at least one type of trading signals (for example buy signal)

4. trade basing on generated buy/sell signals - each student in team should implement own

trading strategy.

5. calculate standard performance/risk measures (Sharp Ratio(Total/Annualized), Information

Ratio(Total/Annualized), Maximum Drawdown, Standard Deviation) for both training and

testing set.

6. optimize the strategy parameters on the training set using one of the measures above

7. calculate the total value of portfolio (cumulative return) for both training and testing set

8. present the total number of trades

Python 软件构架 统计学 机器学习(ML) 财务

项目ID: #25629423

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softbox06

Interested in your project. .I am computer vision/machine learning and data analyst engineer. I did many industrial projects. now I am ★★★currently working with Covid-19 Analysis using machine learning, real time objec 更多

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有4名威客正在参与此工作的竞标,均价$195/小时

WebDigitalExpert

Hi I am a Certified Python & R Expert. I have good experience dealing with python & R. I'm sure I will complete your project. Let's discuss a few points. I'll not disappoint you

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cairorocha

Hello, I'm expert in Machine Learning using Python 3 and Tensorflow 2. Let me know if this technology is good for your project.

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