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Finance R Portfolio Strategy

$10-30 USD

Zavřený
Zveřejněno přibližně před 6 roky

$10-30 USD

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My Project should be fairly easy for someone familiar with the stock market (basic knowledge) and knowledgeable in R. I will describe the best I can but questions are always welcomed. I download a dual momentum Rank functions in R . The files are public and can be found here: Https://[login to view URL] You can review the files to better understand the scope of work required. This strategy rank a series of funds or stocks and the first of the month the strategy buys the top N numbers of funds. Basically a rebalance occurs every month. I would like someone to make the following modifications to the strategy: 1. At this moment the strategy buy a fixed amount of shares per fund (IE 1,000 shares per trade). I would like to change the fixed amount of shares for a % amount of the total equity( as an example : if the strategy will buy the first 2 Funds I want to expend 75% of available funds, so it will buy 35% percent of the equity for two funds, and the rest 25% will remain in cash) 2. I would like to incorporate two “timing” signals: a. The first one – If the SPY Close > SMA (Periods A) – Market conditions are favorable and I would like to continue evaluating and ranking the funds, If not just stay in cash or bonds. I would like to been able to use or not use this option. Can be as simple as commented in and out the portion of code. b. The second “timing” signal will be to buy the selected ranked fund I want to buy that ranked/selected N fund if the fund Close > SMA(Periods B). If condition is false evaluate the next ranked fund. Those 2 Periods of SMA’s (Periods A, Periods B) I want to be able to optimize them. IE from 5-20. 3. As of now the strategy rebalance every month, I would like to have the option to keep the fund for more time, until it drops below the N rank level. I would like to been able to use or not use this option. Can be as simple as commented in or out the portion of code. I would like to compare if hold the positions longer instead of rebalance every month will be rewarded.
IČ projektu: 16262061

O projektu

5 nabídky
Vzdálený projekt
Aktivní před 6 roky

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5 freelanceři nabízejí v průměru $21 USD za tuto práci
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$15 USD v 12 dnech
5,0 (12 recenze)
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willing to work on it, kindly send me detail of a project, i am MBA Finance have studied investment portfolio management
$25 USD v 3 dnech
4,9 (3 recenze)
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I have experience in creative writing, have an imaginative mind and a passion for travel & Technology. I have experience in publishing on blogs and online articles on various topics like health, technology, gadgets, travel etc. I am creative and innovative and expert in clear and concise content writing
$25 USD v 3 dnech
0,0 (0 recenze)
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0,0
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I will CREATE AN EXCEL FORMULA to help your spreadsheet calculations, to simplify your processes, or to make your spreadsheets look cleaner. And also I will do MS EXCEL SPREADSHEET CALCULATIONS for your Businesses, Presentations, Assignments or for any other purpose. Data Validation Conditional Formatting Vlookup/ Hlookup/ Countif/ Sumif...etc. Functions Drop Down menu/ Filtering/ Sorting..etc Creating graphs / Charts or any other illustration according to your requirement. PivotTables/ Pivot Charts. Dedupe : Removing duplicates from data Creating spreadsheets for data from scanned images.
$15 USD v 1 dni
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O klientovi

Pochází z INDIA
Hyderabad, India
0,0
0
Ověřená platební metoda
Členem od úno 9, 2018

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