Less than 1 week –
30+ hrs/week –
I am looking for a R programmer to perform the following tasks. Deadline is 31st of March. The methodology is similar to the attached file.
Data dimension: CME Soybean Futures, Russell 2000 E-mini Futures (CME)
Trading Rules : All 4
Testing Period : 1/1/2007 - 31/12/2014
Preferred Rules: MFI-RSI and MSV
Identify number of trading rules
Run trading rules using SPA test and (reverse) Sortino Test,
Identify top trading rules.
Provision of in-sample and out-of sample ...