M/R weighted V-2 Back-test

Profile

M/R weighted V-2 Back-test
I need a Python programmer that is familiar with investment/portfolio analysis to write a program that would allow me to evaluate performance of a portfolio that changes periodically vs an index or ETF benchmark.
I want to retrieve historical daily end of day closing prices for a list of US equities by selected criteria, for example an individually compiled list or S&P 500, Russell 3000, Sector components list, market cap list etc, and be able to update the data daily. Benchmark data would also be needed. From there I need up to 5 input variables such as relative strength, momentum, volatility or other technical factors while being able to select/change from a drop down the time period for each and how much weight to give each variable. This would provide a score to rank all symbols in the list. Others features of this interface would allow me to select/change the rebalancing/rotation frequency (weekly, monthly, quarterly, yearly) as well as a back-test period (eg. 12/31/2006 to 12/31/2019), and desired quantity threshold of symbols in the portfolio and hypothetical beginning balance investment. This would be an equal weight portfolio so the number of shares purchased for each addition to and removal from portfolio...based on score threshold...would need to be calculated. Only the highest ranked stocks above the threshold would be held in or added to the portfolio while those that fall below the threshold would be removed. It should be assumed that all transactions take place at the closing price for the period.
Output result should include graphs displaying percent total return of the portfolio for the back-test period vs the selected benchmark, percent volatility for the same, as well as a line graph showing growth of the hypothetical beginning balance investment. In addition, a table (1) displaying each rebalancing/rotation frequency period (eg. if monthly: start 12/31/2011 end 1/31/2011), and for each period the percent return, portfolio beginning and ongoing balances as well as volatility, and standard deviation vs the benchmark results. A separate table (2) displaying annual data such as ROR, minimum and maximum return, Sharpe ratio, standard deviation, downside deviation and Sortino ratio. Again, this table should also display the benchmark results for the same. A third table (3) displaying overall results should include all the metrics of table 2.
I am happy to discuss any aspect of my request to facilitate a fast response time, a more functional/logical program, a quicker development time or ease of use. An example of this might include but not limited to restricting benchmark indexes/ETF.
Thank you for your consideration.
Skills:
Python
, Software Architecture
, Statistics
, C Programming
, Software Testing
About the Employer:
( 0 reviews )
Memphis, United States
Project ID:
#25183179
Offer to work on this job now! Bidding closes in 6 days
Open - 6 days left
Your bid for this job
USD
Your email address
Bid on this job
Set your budget and timeframe
Outline your proposal
Get paid for your work
Its free to sign up and bid on jobs
8 freelancers are bidding on average $1040 for this job
liveexperts123
Hi there,Im biddin on your project M/R weighted V-2 Back-test
I have read your project description and im an expert in C programming and machine learning therefore i can do this project for you perfectly.I still ha
More
$1250 USD
in 5 days
(94 Reviews)
7.6
umg536
Hi there,
Im biddin on your project M/R weighted V-2 Back-test
Being an expert in C, and C programming I can do this project for you. please leave a message on my chat so we can discuss the budget and deadline of
More
$1250 USD
in 3 days
(29 Reviews)
6.4
Rogerfalcone
Hi,dear. I am very interested in your project - M/R weighted V-2 Back-test. Ive already done this kind of project before. Im a professional programmer with 12 years of experience. If you award me, Ill implement al
More
$972 USD
in 4 days
(2 Reviews)
4.4
nemanjadj20
Hi, there? I have worked on similar projects to what you are looking for, and I am confident I can exceed your expectations. I can achieve the results that you are asking for. You can check my profile.
$972 USD
in 10 days
(4 Reviews)
3.6
LanceCarlos
(2 Reviews)
3.3
johnwanjiku
I am committed to offer top notch services. I will deliver the work in time with strict adherence to deadlines. lets do this.I am good at
Python, Statistics, Software Architecture, Software Testing and C Programming
More
$975 USD
in 7 days
(3 Reviews)
2.8
chernousovv01
Dear Client, I hope you and your family are well.
I have gone through your requirement as per which you are looking for Python Expert to assist you.
As an experienced python developer, I am specialized in data-science,
More
$800 USD
in 10 days
(0 Reviews)
3.0
DJELAVSCHII
Please contact for more infor, I would be glad to assist in the above mentioned project detailed and create.
$600 USD
in 14 days
(0 Reviews)
0.0
Offer to work on this job now! Bidding closes in 6 days
Open - 6 days left
Your bid for this job
USD
Your email address
Bid on this job
Set your budget and timeframe
Outline your proposal
Get paid for your work
Its free to sign up and bid on jobs
Post a project like this
Next Job >
Similar jobs
trucaller Bulk data validation (€750-1500 EUR)
Need help with PL/SQL ($10-30 USD)
In Linux MInt Applications wont launch with no error messages (€8-30 EUR)
Shared employer access to US job portals ($250-750 USD)
project in java ($10-30 USD)
Design a small project Java (₹600-1500 INR)
Flow Motion ($1500-3000 USD)
i want scraping website for recipes ($10-30 USD)
US based QA Tester ($2-8 USD / hour)
.NET Developer Work from Home (₹100-400 INR / hour)
Convert Excel to webpage ($15-25 USD / hour)
R programming analysis ($10-100 AUD)
Emergency Department Surge Spaces, Was it successful? ($30-250 USD)
BULK ORDER SOFTWARE FOR NEST TERMINAL (₹12500-37500 INR)
Need help with Finance Task on very Urgent Basis -- 2 ($10-30 USD)
Full time knowledge with Experience Amazon Scrapper and GUI developer required ($250-750 USD)
Embedded Linux developer (C/C ) (€18-36 EUR / hour)
I need to build a automatic fish feeder prototype (₹1500-12500 INR)
game scoreboard application windows based (₹1500-12500 INR)
Build 4G Proxy Script for Raspberry Pi (£20-250 GBP)
Need to hire a freelancer for a job?
Its free to sign up, type in what you need & receive free quotes in seconds
Enter your project description here
Post a Project
English - US (International)
Help & Support
Freelancer
Categories
Projects
Contests
Freelancers
Enterprise
Preferred Freelancer Program
Project Management
Local Jobs
Showcase
API for Developers
About
About us
How it Works
Security
Investor
Sitemap
Quotes
News
Terms
Privacy Policy
Terms and Conditions
Copyright Policy
Code of Conduct
Fees and Charges
Apps
Registered Users
Total Jobs Posted
Freelancer ® is a registered Trademark of **MEMBERS ONLY**SIGN UP NOW***. (ACN 142 189 759)
Copyright © 2020 **MEMBERS ONLY**SIGN UP NOW***. (ACN 142 189 759)
×
Welcome,
Processing …
Welcome
Link to existing Freelancer account
The email address
is already associated with a Freelancer account.
Enter your password below to link accounts:
Username:
Password:
Link Accounts
Close
I am a new user
I am a returning user
Link your account to a new Freelancer account
Email address
Email address
Username
Valid username
I am looking to
Hire
Work
Create Account
Link to your existing Freelancer account
Username or Email
Password
I forgot my password
Link Accounts

Company info

Sign Up Now - MiamiCrossing.com