Crude oil futures trading strategies backtesting

  • Posted:
  • Proposals: 7
  • Remote
  • #1318079
  • Expired
James D.Mike B.Jim V.Alejandro C.Antonio C. R. + 2 others have already sent a proposal.
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Description

Experience Level: Expert
Estimated project duration: 3 - 4 weeks
General information for the business: Petroleum trading company
Description of requirements/functionality: Hi guys,

We are trading oil futures and we want to backtest some trading strategies (intraday). We need someone who have done it professionally in the past to set up backtesting system for us. We will subscribe to the necessary data sources etc.

We are located in UAE, the work is entirely remote.

We have a lot of plans and if it goes well, we'd continue the engagement and add more interesting tasks in the area of automated trading and data analysis.


Budget is negotiable. I would say its comfortable to pay $3000 for
- creating the price database (data feed will be provided)
- running few simple stradegies (choose moments to enter/exit and volume of position based on intraday price chart
- explaining us how we can run it ourselves
Extra notes:

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Clarification Board Ask a Question

  • Valentin N.

    Hi Ilya,

    What are the futures you would like backtested?

    Thanks,

    Valentin

    Ilya T.13 Oct 2016

    WTI Crude oil on Nymex. Exchange code CL. Few years of intraday history.