ФрилансРазделы

Preciso de um script que determine pares de ações cointegrados

MQL5 Скрипты Прочее Статистика и математика Пользовательская графика C++ R Python Оптимизация стратегий Модули стратегий Stocks (акции)

Техническое задание

Estou procurando um programador que faça um script em R ou Python que determine pares cointegrados estatisticamente entre séries de preços.

Deve-se usar o teste de estacionariedade (teste de Dickey-Fuller) ; Teste de Cointegração (metodologia de Engle-Granger)

Seguindo os seguintes passos:

  • Passo 1 – Testar se cada série é não-estacionária
  • Passo 2 – Aplicar Metodologia de Engle-Granger, testando se o spread apresenta:
    • Relação de cointegração estável ao longo do tempo
    • Reversão frequente do spread à média
    • Variabilidade razoavelmente grande nas divergências
O Script deve testar todos os pares que fazem parte do índice BOVESPA.









Откликнулись

1
Разработчик 1
Оценка
(7)
Проекты
9
11%
Арбитраж
0
Просрочено
6
67%
Свободен
2
Разработчик 2
Оценка
(8)
Проекты
16
0%
Арбитраж
9
0% / 89%
Просрочено
8
50%
Свободен
3
Разработчик 3
Оценка
(46)
Проекты
80
13%
Арбитраж
11
0% / 91%
Просрочено
51
64%
Свободен
Похожие заказы
HFT EA for MT5 – Real Execution Required (High-Performance Strategy) 100 - 150 USD
(Please read carefully to fully understand the job) I am looking for a developer who has real knowledge in HFT strategies and the ability to create an EA that can run on a real account and be profitable. I already have an EA that performs well on a demo account, but not on a real account. This EA can be used as an example to build a new strategy. I repeat: it should only be used as a reference, not to modify or
Expert Advisor for US30: Multi-Timeframe SMC/ICT Strategy (OB 50% + iFVG + News Filter) 30 - 200 USD
Project Description: I am looking for a Senior MQL5 Developer to build a high-precision Expert Advisor (EA) for the US30 (Dow Jones) index, based on Smart Money Concepts (SMC) and ICT methodologies. The EA must handle multi-timeframe analysis and execute trades with mechanical precision. 1. Multi-Timeframe Analysis & Structural Logic • D1 (Confluence): Automatic plotting of Daily Fair Value Gaps (FVG) and Order

Информация о проекте

Бюджет
50 - 200 USD
Сроки выполнения
от 5 до 20 дн.