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Write some software

I need you to develop some software for me. I would like this software to be developed using Python. Write a simple strategy on Quantopian platform

The goal is to write a relatively simple equity trading algorithm on Quantopian platform such that a backtest and risk analysis can be conducted on the platform. Preliminary analysis of the response of equity prices to each factors using Quantopian's tool "AlphaLens" is a part of the project.

The algorithm uses (1) historical prices, (2) market value (3) price earning ratio as an input and sort and filter the companies to invest. Equity beta and idiosyncratic return computation is part of the algorithm.

As a preliminary analysis for the algorithm, the performance of decile portfolios sorted by each of three factors need to be produced in Jupyter notebook format.

The universe should be SP1500 or similar US stock markets which is investable.

The algorithm takes three options

(1) Number of companies to be selected: n
(2) Long Only or Long/Short: Long only version buy and hold bottom "n" companies till the next rebalance. Long/Short version buys and holds bottom "n" companies while short sell top "n" companies.
(3) rebalance frequency: Monthly or Annually. (If annually can specify which month to rebalance)

This output is used as an educational material and detailed commenting which makes the code self-explanatory to a beginner or intermediate Python programmer is critical. On the other hand, the performance of algorithm is not important.

Evner: Økonomiske Markeder, Investeringsanalyse, Python

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Om arbejdsgiveren:
( 0 bedømmelser ) Jersey City, United States

Projekt ID: #17156884

11 freelancere byder i gennemsnit $183 på dette job

zhangyingtai

Hi I am a qualified python developer who is familiar with quantopian. I am interested in this project and can help you. I am ready to start the work. Looking forward to hearing from you soon. Best Regards, Flere

$250 USD in 3 dage
(66 bedømmelser)
6.7
Gaosong2017

Honorable Seniors.I have experience in developing C++, Java, Python developer with 7+ years. I can complete your project perfectly because I have experience in that filed. I will work for you all my best. Thank you i Flere

$155 USD in 3 dage
(28 bedømmelser)
5.8
schoudhary1553

Hello, I can help with you in your project Write some software . I have more than 5 years of experience in Financial Markets, Investment Research, Python. We have worked on several similar projects before! We have Flere

$250 USD in 3 dage
(13 bedømmelser)
4.9
$155 USD in 3 dage
(19 bedømmelser)
4.2
PunctualityMan

Dear sir I am very familiar with python. I have 5 years of experience in python develop. I can do your project, please discuss your project. Thanks!

$155 USD in 3 dage
(13 bedømmelser)
4.4
consultantcae

Hi, I am Sourabh Jain, I have extensive experience with use of CustomFactors in quantopian. I recently did a project where I ranked and traded stocks based on (1) beta (2) Idiosyncratic volatility and (3) net stock is Flere

$300 USD in 5 dage
(10 bedømmelser)
4.6
DarkKnight2206

Hello! I am a python developer. I looked at your project and it seems interesting. I have good experience in python and I am an expert in it. I have all necessary skills required to be a good developer. I am interested Flere

$125 USD in 2 dage
(12 bedømmelser)
3.9
tracygearth

Please provide details about work I can implement the application. thanks and regards,

$50 USD på 1 dag
(1 bedømmelse)
2.6
$155 USD in 3 dage
(1 bedømmelse)
2.1
gszo123zl

I have ~7 years of experience in C++ and over 3 in C#. I also write some Python code and recently Haskell, so the task will not be a problem for me. Please contact me to discuss the reqs in detail.

$277 USD in 3 dage
(1 bedømmelse)
1.1
peternagy94

I have been working with python for more than 2 years for now and i can develop the project you need in a professional manner in less time than expected.

$144 USD in 4 dage
(0 bedømmelser)
0.0