‘Matlab Expert for hedging with commodity futures (Task I) – broken to segments for kmittal’ by Scheller

I want to implement minimum-VaR and minimum Variance Hedging strategies using commodity futures. please see attachment for min-VaR. Econometric models to be used are: OLS, Normal Mixture (static), Normal Mixture GARCH, Bivariate GARCH, Markov Regime Switching… (Budget: $250-$750 USD, Jobs: Algorithm, Financial Markets, Matlab & Mathematica)

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Tags: Algorithm, Amp, Budget, Commodity Futures, Econometric Models, Expert, Financial Markets, Hedging Strategies, Jobs, Mathematica, Matlab, Minimum Variance, Mixture, Regime, Scheller, Segments