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.
11 freelancere byder i gennemsnit $183 på dette job
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!
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.
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.