There also example code.
Your code should be able to:
download daily data from the internet (or read data from text file). The minimum number of stocks: 3. Minimum length of used time series : 7 years.
implement selected trading strategy
generate BUY/SELL/HOLD signals
execute trades
calculate standard performance measures (Sharp Ratio or Information Ratio, Maximum Drawdown, number of trades)
Assumptions:
•initial capital 100 000 USD
• You can use 100 units of the asset per single trade
•trading costs (can be omitted)
•short selling (allowed if needed)
Please prepare one A4 page, which contains a description of the obtained results.
Hello!
I'm Alex, professional programmer for financial markets
Relevant Skills and Experience
I have more than 9 years of experience in creating of different solutions for traders
Please have a look on my profile and reviews
Proposed Milestones
$500 USD - creating of KC trading system
Please contact me and we discuss the nuances of the project and estimate it
Kind regards,
Alex