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Project for seriousall

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

Skills: Data Mining, Machine Learning, Python, R Programming Language, Statistics

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About the Employer:
( 3 reviews ) Schertz, United States

Project ID: #11762265

1 freelancer is bidding on average $250 for this job

seriousall

Hired by the Employer

$250 USD in 5 days
(21 Reviews)
5.1