Build an Optimization Model with a portfolio of funds (number of funds is not fixed and maybe more than 20). Rebalancing the weighting with optimum ratios (Sharpe/Sortino/Treynor) in a monthly basis.
Input : CSV file
Metrics : Skewness, Kurtosis, Cornish-Fisher VaR (5%), Historic CVaR (5%), Max Drawdown
Visuals : the price movement charts, stacked bar chart for fund allocation
14 freelanceria on tarjonnut keskimäärin $479 tähän työhön
Hello sir, i'm python expert, i created many dashboards before for KPIs, Company performance, ..., i can create a dashboard for you that takes the csv as input and generate for you all the visuals metrics cordially