Portfolio Optimizer

2019.04.24 Other

Specification

What I need is platform capable to calculate the correlation of a given number of strategies (the trades comes from the strategy tester of metatrader 5). Once I have the backtesting results, the application should be able to make the calculation of correlation  given a timeframe (hourly correlation, daily, weekly and so on).


Second the application must perform the optimization to choose the strategies that will be part of the portfolio given some restraint chosen by me (like maximum correlation).


Third, I should be able to export to excel the agglutinate results of the strategies in order to perform more statistical analyzes.

Responded

1
Developer 1
2019.04.24
Rating
4.89
(36)
Projects
49
35%
Arbitration
2
50% / 50%
Overdue
1
2%
Working

Project information

Budget
45 - 60 USD
Deadlines
to 7 day(s)

Customer

Placed orders1
Arbitrage count0