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Portfolio construction (quartiles) and equally and size-weighted return calculation

€30-250 EUR

Closed
Posted over 6 years ago

€30-250 EUR

Paid on delivery
The data is a list of end of month stock prices, stock returns and begin of month ratios and size. The purpose here is to make for each month quartiles depending on a certain variable (size) and making 4 portfolios,. Then once 4 portfolios are made each portfolio is resorted in 4 quantiles depending on another variable (BM). Thus in total this will give 16 portfolios (4x4). Then once thes portfolios made I would like to have 2spreadsheets in excel: 1spreadsheet for monthly equally-weighted returns (for the 16portfolios) and 1spreadsheet with size-weighted returns (for the 16portfolios). The whole thing has to be done for 3 different files called 'up', 'down' and 'stationary'.
Project ID: 14845716

About the project

6 proposals
Remote project
Active 7 yrs ago

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6 freelancers are bidding on average €140 EUR for this job
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create 16 portfolios based on the variables Relevant Skills and Experience Excel/VBA Proposed Milestones €150 EUR - Completed tool Hello, I Have more than 14 years of exp. Completed 320+ projects. Look at my feedback. Thanks.
€150 EUR in 7 days
4.9 (110 reviews)
6.2
6.2
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Hi, I've been managing portfolios and developing statistical models for several years. I'm looking forward to hearing from you. Relevant Skills and Experience Finance, prortfolio management, statistics, econometrics, SAS
€200 EUR in 7 days
5.0 (5 reviews)
3.5
3.5
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hello Sir, This is really an interesting project for me as u mention the thing , i really will enjoyed by doing this Relevant Skills and Experience As far as experiences is concern which will describes my previous work and got very good review. Proposed Milestones €155 EUR - 75% of task will be deliver after creating milestone. should we discuss more details?
€155 EUR in 3 days
5.0 (9 reviews)
3.0
3.0
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I have good experience in excel reporting. I have developed different visualizations to analyze the data in Excel.I can complete the task flawlessly and within the time limit. Relevant Skills and Experience Excel - 4 years Proposed Milestones €30 EUR - Excel work
€30 EUR in 1 day
4.2 (9 reviews)
2.9
2.9

About the client

Flag of BELGIUM
Liege, Belgium
5.0
1
Member since Mar 16, 2017

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