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'.
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.
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
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?
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