MQL5 工作: Portfolio Optimizer

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指定

What I need is platform capable to calculate the correlation of a given number of strategies (the trades comes from the strategy tester of metatrader 5). Once I have the backtesting results, the application should be able to make the calculation of correlation given a timeframe (hourly correlation, daily, weekly and so on).

Second the application must perform the optimization to choose the strategies that will be part of the portfolio given some restraint chosen by me (like maximum correlation).

Third, I should be able to export to excel the agglutinate results of the strategies in order to perform more statistical analyzes.

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项目信息

预算

45 - 60 USD

开发人员

40.5 - 54 USD

截止日期

到 7 天

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