Service freelance chez MQL5.com: Portfolio Optimizer

Description

Spécifications

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.

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Informations sur le projet

Budget

45 - 60 USD

Pour le développeur

40.5 - 54 USD

Délais

à 7 jour(s)

Qualité des spécifications
Qualité du contrôle des résultats
Disponibilité et communication