macd startegy in python

Đã hoàn thành Đã đăng vào 4 năm trước Thanh toán khi bàn giao
Đã hoàn thành Thanh toán khi bàn giao

1. load daily data from text csv file or download it directly from internet. Time series length:

min. 6 years.

2. divide input data into training and testing set

3. generate at least one type of trading signals (for example buy signal)

4. trade basing on generated buy/sell signals - each student in team should implement own

trading strategy.

5. calculate standard performance/risk measures (Sharp Ratio(Total/Annualized), Information

Ratio(Total/Annualized), Maximum Drawdown, Standard Deviation) for both training and

testing set.

6. optimize the strategy parameters on the training set using one of the measures above

7. calculate the total value of portfolio (cumulative return) for both training and testing set

8. present the total number of trades

Python Kiến trúc phần mềm Statistics Machine Learning (ML) Tài chính

ID dự án: #25629423

Về dự án

4 đề xuất Dự án từ xa 4 năm trước đang mở

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softbox06

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WebDigitalExpert

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cairorocha

Hello, I'm expert in Machine Learning using Python 3 and Tensorflow 2. Let me know if this technology is good for your project.

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