Mathlab backtester

Web, Mobile & Software Dev Scripts & Utilities Posted 2 years ago


Less than 30 hrs/week
Less than 1 week

Expert Level

I am willing to pay higher rates for the most experienced freelancers


I need a simple backtester for mathlab and bloomberg.

It should take a list of securities (max 10)
start year and month and end year and month

every month check:
a) global market timing rule on either: (option in code)
  - ie SPX P  SMA 50 (code this so "easy" for me to write other rules
  - custom CIX Index (my own bloomberg indicator)  0

b) filter out securities where P less than SMA 50

c) choose top 5 securities based on either (option in code)
- - highest price change last 6 months
- highest average of (price change 1M, 3M, 6M, 12M)

show results:
- graph with account starting with 100.000
- table with each month P/L and each year P/L

PL/ needs to include dividends

if you don't have access to bloomberg use functions for security data retriaval, so i can replace these later.

For the right person, many future projects will be available.

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Activity on this Job

Last Viewed by Client: 2 years ago

Hired: 1

About the Client

(5.00) 3 reviews

Bergen 03:43 PM

4 Jobs Posted
50% Hire Rate, 1 Open Job

Over $30,000 Total Spent
3 Hires, 0 Active

$70.96/hr Avg Hourly Rate Paid
518 Hours

Member Since Jun 23, 2014