Find Jobs
Hire Freelancers

Backtest and optimize a simple trading strategy.

$30-100 USD

Cancelled
Posted about 12 years ago

$30-100 USD

Paid on delivery
I want to compare the data of two stocks, stock A and stock B. When I buy stock A, I sell stock B. (The type of trading is called pairtrading.) I want to have a formula / program (visual basic) that can backtest this strategy and that can optimize this strategy aswell. For example: My account is $25.000 and to set up 1 time this strategy (buy A, sell A) it will cost me $7500 in margin. That leaves $17.500 in assets on my account... when the difference between A and B gets bigger I want to increase my positions and buy more of share A and sell share B. So I want to know when to trade at what moment...so when do I set up the second pair. With the data, that will be provided by me, you have to do the analyses. I want to see: 1) profit in $ and % per year. 2) max drawdown I want to be able to use the program for other pairs. Because I do most trades with futures i work with margin. The stockprice is not important, I want to be able to fill in the margin per trade (+1 A & - 1 B= set) 1 set is margin $7500 example. Hope that I could make clear what I am looking for.
Project ID: 2720556

About the project

Remote project
Active 12 yrs ago

Looking to make some money?

Benefits of bidding on Freelancer

Set your budget and timeframe
Get paid for your work
Outline your proposal
It's free to sign up and bid on jobs

About the client

Flag of NETHERLANDS
Breukelen, Netherlands
5.0
14
Payment method verified
Member since May 25, 2008

Client Verification

Thanks! We’ve emailed you a link to claim your free credit.
Something went wrong while sending your email. Please try again.
Registered Users Total Jobs Posted
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Loading preview
Permission granted for Geolocation.
Your login session has expired and you have been logged out. Please log in again.