Project for seriousall

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Hi seriousall, I noticed your profile and would like to offer you my project. It involves a trading strategy based on a Kalman filter as described in a recent academic paper. I would like the project to include:

1. R code of the Kalman filter (specified as Kalman filter "4" in the paper)

2. R code of the trading strategy and backtest

3. Replication of results using the parameters provided in the paper.

We can discuss any details over chat -- I will send you the paper and E-mini contract data in CSV format. Thanks so much!

Best,

Aaron

技能: 数据挖掘, 机器学习, Python, R 编程语言, 统计学

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项目ID: #11762265

1名威客为此工作的平均竞标价是$250

seriousall

Hired by the Employer

$250 USD 在5天内
(21条评论)
5.1