Designing a stop-loss strategy in trading to perform bact-testing using matlab or SAS programme -- 2

Zamknięty Opublikowano Jul 29, 2014 Płatność przy odbiorze
Zamknięty Płatność przy odbiorze

Hi, currently I need somebody who can write a code in matlab or SAS to perform back-testing trading using stop-loss strategy and will compare the performance of that strategy with buy-and-hold strategy. Basically what I want to do is to construct a portfolio consist of 25 stocks (equally weighted) and apply those strategy in the portfolio. Different holding period will be used (3 months, 6 months, 1 year) and the result will be compared (In terms of the return and volatility of each strategy). I will need to do 500 simulations (meaning 500 portfolios) to check the result. I already obtained a paper on how to do this and I just confused about the programming matters.

Analytics Finanse Matlab i Mathematica

Numer ID Projektu: #6126039

O projekcie

4 ofert Zdalny projekt Aktywny Sep 4, 2014

4 freelancerów złożyło ofertę za £67 w tym projekcie

ognjen011

A proposal has not yet been provided

£65 GBP w ciągu 5 dni
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5.6
JonnaNueros121

I am a professional full time academic research writer fully proficient in HARVARD, APA, MLA, Chicago and Oxford writing styles. I am competent in writing dissertations, thesis, reports, case studies, personal developm Więcej

£65 GBP w ciągu 3 dni
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2.9
Salmanm88

I work with an investment bank and have experience in different kinds of trading strategies including momentum trading, mean reversion and risk control algorithms. Also I have worked on different portfolio allocation s Więcej

£72 GBP w ciągu 3 dni
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0.0
sabirshah4545

We are having a team of maths expert, algorithm, algebra, calculus, accounting, mat lab, trigonometry, theorem, statistics, physics’ numerical experts etc. We can handle any kind of project related to this topic from l Więcej

£75 GBP w ciągu 3 dni
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Armref

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£65 GBP w ciągu 3 dni
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