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Backtest a Trading Strategy in Python/ Machine Learning SVM / SVC - Repost

$30-250 USD

Teljesítve
Kiadva ekkor: majdnem 6 évvel ezelőtt

$30-250 USD

Teljesítéskor fizetve
Your task is to run some backtests using an existing Python based trading strategy (the strategy will needs adjustment on several levels): The Strategy is run in Python and makes use of common modules: Numpy SkLearn incl. SVM/SVC Pandas etc. Your task is to extend the trading strategy as per the instruction that I will provide in chat and measure the following: - accuracy of prediction (long/short guessed correctly) - total profitability - drawdown (maximum diversion from profit peak) - consecutive loss days/ consecutive win days - Sharpe Ratio Strategy has hyper parameters to set. I need guidance/input on how to set and how to test different versions.
Projektazonosító: 17192346

A projektről

5 ajánlat
Távolról teljesíthető projekt
Aktiválva: 6 évvel ezelőtt

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Neki odaítélve:
Felhasználó avatár
* Responsible for creating proprietary quantitative models and algorithmic trading strategies for long/short equity optimization models with specific risk and return parameters specified by the investor profile, utilizing machine/deep learning, along with Q reinforcement learning agents. •Created predictive vectorized/event-based machine learning models utilizing multivariate/logistic regression, lasso/ridge regression, linear/quadratic discriminant analysis, decision trees, K neighbors, Naive Bayes, random forest, support vector machine, Adaptiveboost, GradientBoost, XGB, and portfolio optimization to maximize return and minimize volatility for various investor risk profiles. •Responsible for deep learning modeling using recurrent neural networks, Tensorflow, nltk, sentiment analyzer, Keras LSTM, and convolutional neural networks, in attempt to predict specific asset class forecasted prices through stocks, forex, bonds, futures, ETFs, and other derivatives. •Designed a proprietary machine/deep learning long/short intraday algorithm utilizing the Interactive Brokers API, IB_Insync python library. Sam
$200 USD 3 napon belül
5,0 (6 értékelés)
3,8
3,8
5 szabadúszó adott átlagosan $175 USD összegű árajánlatot erre a munkára
Felhasználó avatár
ca we please discuss in chat as i need to understand the startegies, as have so many doubts i am oython expert and worked on the plugins you mentioned in project description
$200 USD 2 napon belül
5,0 (28 értékelés)
5,1
5,1
Felhasználó avatár
A dedicated analyst, proficient in running successful method-oriented operations & taking initiatives for business excellence. Specialized in creating Predictive modelling of data using supervised (Machine Learning) and unsupervised learning PROFILE SUMMARY  Qualified Data Scientist with 5+ years of experience in: Data Science ~ Business Analytics ~ Analytics Consulting ~ Managerial Consulting ~ Process reengineering ~ Model Building ~ IOT analytics Technical Skills and Tools:  Machine Learning: Supervised learning(Regression/Classifications), Unsupervised learning(Clustering), Azure ML;  Artificial Intelligence: Deep Learning, Neural Network using Tensor Flow  Programming Languages : Python, R;  Visualization Tools: Tableau,PowerBI;  Big Data Technologies: Hadoop, Hive, Spark;  Databases: MySQL, Vertica, NoSQL, Distributed database
$166 USD 5 napon belül
4,8 (17 értékelés)
4,0
4,0
Felhasználó avatár
5+ years Python experience, with Django and flask, and substantial experience creating APIs 10+ years experience with backend development, web and traditional software engineering Experienced with modern responsive site development and frontend workflows (HTML, CSS, SASS, LESS, Bootstrap, Foundation) Experienced with modern javascript tools and pipes (jquery, nodejs, gulpjs, grunt, backbonejs, angularjs) Excellent and thorough requirements gathering, analysis, and system design Ability to make cautious estimates and achieve them; identify critical issues early and neutralize them Excellent database analysis and design skills (postgresql, mysql) 10+ years *NIX administration experience (debian, ubuntu, redhat, solaris, openbsd, rpi, OS X) Experienced with cloud services (Amazon AWS, Heroku, Cloudflare) Excellent English communication and teamwork skills Ability to work autonomously and collaborate with creative and technical colleagues
$155 USD 3 napon belül
5,0 (3 értékelés)
2,7
2,7

Az ügyfélről

UNITED STATES zászlója
Palo Alto, United States
4,9
143
Fizetési mód hitelesítve
Tagság kezdete: ápr. 4, 2010

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