Quantconnect Algorithm Trade

Cerrado Publicado hace un año Pagado a la entrega
Cerrado Pagado a la entrega

Starting balance is 9,000,000 USD.

Use 80% of balance to construct portfolio.

20% of the portfolio will be kept in ^ITX bond and used to purchase and execute options.

Construct a portfolio out of the SP500 (All Constituents) based on the Mean Variance Optimization (SP500 constituents have a minimum market cap of 14.6 billion USD as of 4th of March 2022 which is the start date).

Shares must be bought in slots of 100 (round to the nearest hundred).

For all stocks:

All options should expire in less than 20 trading days.

Option contract should cover number of shares per traded constituent.

Only execute if profitable and premium is covered.

If SMA(50) > SMA(200) purchase call option and execute if strike price of option is less than share price.

Option with the lowest strike price should be purchased.

If executed sell share holdings and purchase at strike price.

If SMA(200) > SMA(50) sell covered put option and execute if strike price of option is more than the share price.

Option with the highest strike should be purchased.

If executed transfer equity of share to ^ITX bond.

The portfolio must rebalance every month 20 trading days.

For the benchmark it should be compared to the SP500 Index and VOO.

Programación en C++ Algoritmos Programación en C Algorithm Analysis Arquitectura de software

Nº del proyecto: #34358744

Sobre el proyecto

13 propuestas Proyecto remoto Activo hace un año

13 freelancers están ofertando un promedio de $1243 por este trabajo

consultantcae

Hi, I am Sourabh Jain, I am interested in the project. I have written several trade script on Quantconnect platform using python. I have written scripts involving trading indicators, volume, chart pattern etc. with po Más

$500 USD en 7 días
(49 comentarios)
6.2
anenkovakateryna

Hi I've read the project description carefully. I have 5 years of experience in algorithm for trading strategy, so I became an expert that fits perfectly with your requirement fields. It would be a great pleasure for Más

$350 USD en 3 días
(26 comentarios)
5.3
AbhyudayaCodes

Hello, Sir/Madam ! Greetings! I am an Expert Algo Trading Systems Developer, Python Programmer and Developer, who can surely do your work, considering my experience in the Stock Market and Algo Trading Systems Develop Más

$10000 USD en 45 días
(14 comentarios)
5.6
Actisoft2017

Hello I Understand your requirement but i have few doubts, text me so i can clear all my doubts right away, I can help you and i am ready for work. Thank you.

$500 USD en 7 días
(18 comentarios)
5.1
rajat23091969

Main specialization: * developing Windows Desktop and Web solutions (mainly using C, C++, C#, ASP.NET) * converting/translating/porting code from one programming language to another programming language. * writing wrap Más

$555 USD en 7 días
(4 comentarios)
3.8
acafrel

hi there. how are you today? I have read your project requirement carefully. I can help you. If you need me ping anytime. best regards

$500 USD en 7 días
(1 comentario)
3.0
santiagomac841

Dear Client My name is Santiago and I am Python&AI developer. I have 6 years of experience in AI and have 2 years of experience in Trading View. In University of Toronto, I got Bachelor's degree in Stochastic & Statist Más

$500 USD en 7 días
(2 comentarios)
1.9
grapessoft

Hi Greetings! I am available right now for the project discussion and can start the project on an immediate basis. I have understood your project requirement I have7++ experience in design and development. I can ha Más

$750 USD en 7 días
(1 comentario)
1.6
ahmaddar2970

Hi there, I am a full stack developer with experience in both front-end and back-end development since 2018. I have read your project Quantconnect Algorithm Trade and understood its description very carefully. However, Más

$500 USD en 15 días
(0 comentarios)
0.0