I am looking for a coder to implement a cointegration solution for the selection of pairs of financial assets, using time series (from 2 weeks to 5 years) from a large square matrix. The solution must be in R or Excel and contemplate the selection criteria (e-valu or p-value, along of Sharpe, Sortino and Treynor ratios) and the relevant statistical tests (Engle-Granger and Johansen-Juselius). If needed, I can provide some academic materials and an Excel spreadsheet with the time series.
Hello, I am laureat of a High school of engineers in statistics and applied economics with a long experience in this field, and I realized several projects using software Eviews, SPSS and R and Excel (see comment).
9 freelanceria on tarjonnut keskimäärin 628$ tähän työhön
Hello my name is Vibin .i have 14 years of experience in HR and training and i am certified Micro soft office specialist. if you can give this job i can deliver this job in professional way.
Hi. I’m a senior full-stack developer and I can do your project successfully. My talent and trustworthy will make your project meet success. I hope to contact soon. Thank you. Alex T