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Data analysis

£20-250 GBP

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Publicado hace alrededor de 8 años

£20-250 GBP

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I have a set of csv files, each with end of day price data for the s&p 500 for approx 4 years. Each data line has a "momentum rating". I want to run a data test as follows which will result in two equity curves, one for each book as described below. Create 2 books, one long and one short going back 3 years using an investment capital base of $100,000. Each stock is rated A (strong momentum rating) to D (weak momentum rating) and is assigned 2% weight (so 2% of 100,000) Long book - select 50 A rated stocks (based on stocks with the lowest market cap if there are more than 50) re-valued monthly. There is a second file attached with the market caps. If a stock is rated A at the start of the month, then drops to a B or lower, that stock needs to be replaced with another A rated stock and the pnl for the previous stock closed out and added to the overall pnl for that particular book. Example Long Book: Stock HUM starts off A rated at a price of 87. So buy in at 2% of 100,000 which = 2000. At month 2, the price is 89 so the price is up 2.3%, so the pnl for that stock is +45.98. Same process applies to all stocks in the long book to get an overall pnl. Next month, the HUM stock is now rated a B and priced at 88 (up 1.15% from the start) so the current pnl of 22.99 is added to the overall pnl and a new A rated stock is added to the group. So when added to the other individual pnls the overall total might be say 101,000. So the weight for the new A rated stock is 2% of 101,000 = 2,020. Example Short Book: Stock DRI starts off D rated at a price of 39.65. So taking a short position here, means we 'receive' 2,000 which is added to the overall pnl for the short book. At month 2, the price is 40.83, a move against us of 2.98% so the pnl is -59.52. At month 3, the stock is now rated C, and is priced at 40.22, showing a pnl of -28.75, which is then added to the overall pnl which may be 99,940. So the next D rated stock is weight is 2% of that = 1,998. Some stocks are rated N or NA which means they have no rating, so discard these.
ID del proyecto: 9840284

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Activo hace 8 años

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19 freelancers están ofertando un promedio de £192 GBP por este trabajo
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Hello Sir, I am an Expert Techno-Functional Analyst having vast experience in lots of arenas of IT industry including Excel Macros and Formulas. I am an Engineering Graduate with an MBA degree. If you see I am among niche bidders who have 0 failed projects and 100% completion rate since I do not bid on projects which I am not certain of. I will not disappoint you, please give me an opportunity to work with you. No milestones required. Pay me only when your job is 100% done. Also I will provide you with a working version of file before you consider awarding me the project. Thanks, Jay
£200 GBP en 3 días
5,0 (243 comentarios)
7,1
7,1
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Hi, my name is Sevinc. I read your "Data analysis" project descriptions carefully before bidding. Thak you for detailed information. I got what you need and ready to go ahead as soon as we can clarify further project details, along with your actual csv templates. I am 5-star excel, vba and data processing expert here at freelancer.com. I am also expert with equity/stock exchange markets. Pls check my profile and feedbacks first to have some idea about the quality of my previous businesses. I had many similar data processing tasks, all achieved with 5/5 rating. Kindly get back to me if you wish to proceed with a top-rated and reliable partner here...pls note that I only deliver best quality at a reasonable price, and I am open for longterm partnerships, if you wish too... I bid my best for you to start business, and I am ready to prepare a sample task for you to check & validate, once you give me a reply...regards.
£200 GBP en 3 días
4,9 (149 comentarios)
6,8
6,8
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Hi, I’ve had a good look at your project description and I’m very interested in providing a solution. I have 4+ hands on experience on developing quality web solutions as well as desktop standalone solutions. I used to develop systems using latest adaptive technology such as 1. .NET/ASP.NET - MVC4,MVC5 - Entity Framework - SQL - C# (for .NET solutions) 2. JQuery/Javascript/HTML5 - Angular.js/Bootstrap etc (for designing and front end implementations) I want to start work immediately and awaiting for your positive response on skp id "agilepksolutions" so I can show you some of my Quality Development Work as well as we can discuss project in details. Thank you.
£142 GBP en 3 días
5,0 (43 comentarios)
6,9
6,9
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Dear Sir/Madam, I’m happy to help you on this task. I’ve read your brief and happy to discuss the project in more detailed. I am highly qualified for this project and have already done lots of excel based financial modeling tasks for various clients and businesses. If you'd like to view my qualifications, experience and previous work, take a look at my Freelancer Portfolio, and if you are comfortable with those please contact me. I assure you that I will go beyond your expectations. I look forward to hearing from you. Best regards,
£250 GBP en 3 días
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6,5
6,5
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Hi: I have a few questions: When we replace downgraded stock with a new stock, do we again use the mcap logic but ensure that it is not one of the stock that is already in the portfolio? Also, we replacing lower grade stock with an upper grade stock, we apply a weight of 2% on the current value of portfolio instead of initial $100K? I can create a model in Excel to achieve this simulation. Please note that over 90% of my completed projects are related to Excel and Macro (VBA). Moreover, I have 100% completion rate and 5-star feedback on projects. Please share the data and connect with me to discuss this in more detail.
£190 GBP en 7 días
4,9 (92 comentarios)
6,3
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I have a considerable experience in Computational Finance and data analysis (theory, C, C++, C#, Excel, Matlab). I have a PhD degree in theoretical and computational physics and a strong background in math and numerical methods, including computational financial models. I've done several financial math projects, please see reviews on my profile. It would be my pleasure to do yours. Please have a look at Computational Finance projects I've done: https://www.freelancer.com/jobs/Excel-Mathematics/Convert-math-proofs-Excel-formulas/ https://www.freelancer.com/jobs/Matlab-Mathematica/Write-some-Software-Matlab-Solving/ https://www.freelancer.com/jobs/Matlab-Mathematica/discrete-optimization-using-mathematica/
£180 GBP en 5 días
4,9 (97 comentarios)
6,4
6,4
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Hello, my name is Cristian, I have a degree in Business and work with excel every day. I have much experience with spreadsheets, formulas, models and macros. Check my reviews. They speak for themselves. Best regards
£200 GBP en 5 días
4,9 (91 comentarios)
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6,0
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I am very proficient in c and c++. I have 16 years c++ developing experience now, and have worked for more than 6 years. My work is online game developing, and mainly focus on server side, using c++ under linux environment. I used c++ to make many great projects, for example, I made the tools which can convert java files into c++ scripts, of course garbage collection included, this job is very similiar to a compiler, and is very complex. I also made our own mobile game using c++, I can show you the demo of client, if you like. I am very proficient in java also. I have a very good review on Freelancer.com, I never miss a project once I accept the job, you can check my review. Trust me, please let expert help you.
£150 GBP en 3 días
4,8 (55 comentarios)
6,3
6,3
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Yes, I am ready to working with you on this proposed project. Please send me CSV files. Sample file will be prepared as per guideline provided by you and uploaded to you for your prior review before you hire me for this job. I look forward for your favorable reply. Thanks and have a nice time!! HemiTechnologes Your Offshore Partner for IT Solution
£160 GBP en 5 días
5,0 (24 comentarios)
4,2
4,2
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I am a STATISTICS tutor for last 5 years. I have expertise in Statistical Analysis. I can show you some of my previous analysis. I have excellent concepts of Random variables, Probability Distribution, Sampling and different tests. The tool I uses are SPSS, EXCEL, minitab, Weka and R for programming. Thank you for considering my proposal
£250 GBP en 5 días
5,0 (12 comentarios)
4,0
4,0
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Hi There, I have 11+ years of experience in software development, please have look at the projects/certifications/ratings and most important the completion rate of projects that I have completed here which proves that I am a genuine developer capable to work on this project. And because of my excellent work I am a preferred freelancer on freelancer.com, please take a look at my profile. I am working (finished almost) on same project here on freelancer (https://www.freelancer.com/projects/Software-Architecture/Software-analyze-data-sets-based/) to analyze the Market data for a year. It has many similar features of your requirement. I have some sample ready for demonstration if you like to take a look. I understand your requirement very well and can do it as per your expectations. And I can start working on this immediately. Following are proposed technical implementation details (However we can change it based on your needs): Application Type: Windows(Desktop) Application Server Side Technologies: C# I can assure you that job will be done as per your expectation and you will be 100% satisfied with that. I am expert in ASP.Net, C#, VB.Net, MVC REST/Web API, AngularJS, javascript/jquery, css, html, SQL Server, MySQL, php so not to worry about anything. Let me know if you are interested so that we can discuss in more detail. Thanks, Ninad
£222 GBP en 10 días
4,9 (10 comentarios)
4,0
4,0
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Hello, client. I have rich experience in C++/C# programming. And also i know finance and trading such as Yahoo finance and OANDA... So, i can manage this job. Thanks
£250 GBP en 3 días
4,3 (5 comentarios)
3,8
3,8
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Hello, I hope you doing very well! I have gone through the description and would like to provide a quality solution using my 5+ years of professional experience in required skills. (.NET/ASP.NET - MVC, EF, SQL, C#). Awaiting for your positive response so we can have final talk and start project immediately :)
£128 GBP en 3 días
5,0 (3 comentarios)
2,2
2,2
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Hi I am a very experienced statistician and PhD level thesis writer . I have completed several pHD level thesis projects involving advanced statistical analysis of data. I have worked with data from several companies and have done projects involving high level quantitative analysis and data interpretation skills to study the trends, time behaviour and compare the variables in the data. I can do advanced level analysis in SPSS, R, WEKA and excel tools like machine learning, hypothesis testing, forecasting, T-test, ANOVA etc. Looking forward to discussion, Best Regards, Suyash
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4,7 (2 comentarios)
2,3
2,3
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A proposal has not yet been provided
£222 GBP en 3 días
4,2 (1 comentario)
2,7
2,7
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Hello, I can do this project for you in a Programming Language called "Python". I am really interesting in the capital market so I think is can be an advantage for me. I hope you will choose me to work for you. Thank you
£250 GBP en 7 días
4,4 (2 comentarios)
1,8
1,8
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Hello, I would love to work on this project for you. I am a Software Engineer by profession but I am flexible to any work assigned to me and with a quick turn around. My English proficiency is above average. I can work on this full time and can assure you quality of my work. I am a quality driven individual. Hoping that you will consider me. I’m glad to answer any questions you may have! Thank you for your time, Emee
£150 GBP en 10 días
0,0 (0 comentarios)
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