Python Trading Rules - Quantopian

I need someone to code the following rules into python for use on the quantopian platform

Begin with 13 predetermined ETFS


-Trade Monthly (with limits)

-Rebalance Monthly

-At end of month Calculate the average of the 1, 3, 6, and 12 month returns for each etf.

-Invest in the funds with the top 6 highest averages, if current price is greater then SMA200 (200 day simple moving average), otherwise hold cash for that portion.

Verbal description:

This portfolio takes 13 ETFs and ranks then by the average of the return over the last 1, 3, 6, and 12 months. Then an equal weighted portfolio of the top 6 ranked asset classes is formed. The asset classes are only included if they are above their 200-day SMA. Otherwise, that portion of the portfolio stays in cash. This trades and re-balances monthly.

Kemahiran: Kewangan, Analisis Kewangan, Python

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Tentang Majikan:
( 101 ulasan ) estero, United States

ID Projek: #10111172

3 pekerja bebas membida secara purata $79 untuk pekerjaan ini


Hi, I am a very enthusiastic python developer. Have lots of experience in developing computation models and programs in python language. I have done my [login to view URL] from IIT Roorkee, and have scored well in maths at all l Lagi

$77 USD dalam sehari
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I have coded 60% of this and backtested the default algorithm, and in my day job I keep inventing reason to code complex python stuff (Weibulls, this that). Your descriptions is very clear. The only thing from trad Lagi

$61 USD dalam 3 hari
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Hi, I have written Quantopian scripts for backtesting using MA crosses. I am also an experienced python programmer. I can write the script as you need. If you would like to discuss this, please let me know. Regards Lagi

$100 USD dalam 2 hari
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