Matlab Financial Time Series Analysis
$30-250 USD
Paid on delivery
Using Matlab, I would like you to conduct a financial time series analysis on the EURUSD 5min, 15min, 1 hour and 4hour time series that are attached (File format: Time, Open, High, Low, Close, Volume).
For each of these time periods I would like you to assess the best combination of select indicators that include; EMA, SMA, Elliot Wave, Bollinger Bands and Bill Williams Awesome Oscillator (and best parameters for these indicator combination). The best combination and parameters will be determined through a comparison of the Sharpe Ratio and Final Return. This will also be validated through a validation set.
Once you have determined the best combination of indicators for each time period you will then determine the best take profit (TP) and stop loss (SL) combination.
So your final report will find the best parameters for each indicator combination, answer the following questions and be supported by providing code, data, graphs and explanatory notes;
What is the best indicator combination for EURUSD 5min and the best parameters for these combinations and the optimum TP and SL?
What is the best indicator combination for EURUSD 15min and the best parameters for these combinations and the optimum TP and SL?
What is the best indicator combination for EURUSD 1hour and the best parameters for these combinations and the optimum TP and SL?
What is the best indicator combination for EURUSD 4hour and the best parameters for these combinations and the optimum TP and SL?
A good starting point for this work can be found in link below which includes videos and code examples [login to view URL]
I am not in a rush for this one and am more interested in your previous work with Matlab Time Series Analysis and your references.
Please send me a message with any questions, Eddie.
Project ID: #8858770
About the project
15 freelancers are bidding on average $211 for this job
I statistics instructor and Matlab Expert. I have done work on time series. Please see my profile and reviews. thanks
Hi, I have done a LOT LOT LOT of work in this domain including algo trading, pair trading, machine learning. The indicators you mentioned are simpler and easy to code. the parmeters of moving average need to be opti More
I'm a PhD student in Engineering with a Master's in Statistics. Expert in Matlab, Econometric and statistical modeling of pretty much everything you can think of. These include expertise on protocol development, resear More
I am a MatLab expert. I am a communications and electronics engineer and I am studying for me MSc. I guarantee your privacy and my accuracy. Thanks
Hi, I am Sourabh Jain, I am interested in the project. I have written various trading scripts on MT4 and quantopian. I am also an experienced matlab programmer. Can you elaborate on how you want indicators to be combi More
I am a CAT (Certified Accounting Technician) and ACCA (Association of Chartered Certified Accountant) qualified, pursuing CFA (Chartered Financial Analyst). Hence, I have extensive knowledge of finance, accounts, audit More
I'm an electrical engineer with strong background in MATLAB programming and .m script making, Know file handling in great detail. I've been using MATLAB since 2009 with more than 6 years of experience. The start on thi More
I am learning the master course in financial company and stock. I hva word with matlab for 8 years. Read your project, i very interest in. Hope i can to work with you.
Hi, I trade forex and binary options. I also have Matlab coding experience. I have good understanding of the task. I recommend using bollingerbands with fractals and Momentum indicator, and volumes on 5min Eur/USD 5min More
