Project for naibank

  • Status Closed
  • Budget $200 USD
  • Total Bids 1

Project Description

Hi naibank, I noticed your profile and would like to offer you my project. It involves replicating the Kalman filter, trading strategy, and backtested results (in the R language) from a white paper on futures trading with a Kalman filter. I have the historical data used in the paper as well. We can discuss any details over chat. Thank you! -Aaron

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