R-Studio Script development (Finance - Portfolio Opt)

Suljettu Julkaistu 6 vuotta sitten Maksettu toimituksen yhteydessä
Suljettu Maksettu toimituksen yhteydessä

I need a script in R to build and optimize a currency portfolio. The script must do the following:

1) Download history data from yahoo finance (the user will give the ticket and the start date; the end date will be the system date).

2) Create a correlation matrix between all the pairs

3) Create a vector with all the pairs with the lowest correlation (positive or negative)

4) Build a portfolio with all the currencies in that vector and obtain the weights for the min CVaR portfolio

5) Create a graph for the efficient frontier

6) Build a performance analysis of the portfolio (3 to 5 years of performance) and show the graph

7) The test must rebalance the portfolio each time it goes beyond 5%

Tietojärjestelmäarkkitehtuuri

Projektin tunnus: #14501231

Tietoa projektista

2 ehdotusta Etäprojekti Aktiivinen 6 vuotta sitten

2 freelanceria on tarjonnut keskimäärin €29 tähän työhön

SilentStarMagic

Hi, I am a serious developer who aims to provide high quality services. If you contact me, we can discuss more things detail and will be achieved with each other's purpose. Good luck for your business…

€23 EUR 1 päivässä
(4 arvostelua)
2.6
annashchuka

Hello. I 'm very interested in this project. I have enough experience working in R/R studio to do all your tasks. It might be my first project here. Please give me this opportunity . Hope for cooperation .

€34 EUR 4 päivässä
(0 arvostelua)
0.0