Cointegration - 2


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.


Taidot: Tilastotiede, Tilastoanalyysi, Excel, Matematiikka, R-ohjelmointikieli

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Tietoa työnantajasta:
( 4 arvostelua ) So Paulo, Brazil

Projektin tunnus: #21796143

Myönnetty käyttäjälle:


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).

$350 USD 6 päivässä
(4 Arvostelua)

9 freelanceria on tarjonnut keskimäärin 628$ tähän työhön


hi, statistics is one of my favorite subjects and I can help you with the project. Just send me a message.

$500 USD 7 päivässä
(27 arvostelua)

Hi, I have gone through your requirements and I can do this task. The skills and resources needed for this project are in my genes. I can assure you for a complete professional work in given time [login to view URL] share comp Lisää

$600 USD 7 päivässä
(32 arvostelua)

I have reviewed your specifications and I am pleased to inform you that I am the right person who can deliver quality work in time and professionally. I am an expert in statistics with ample experience handling cointe Lisää

$500 USD 7 päivässä
(23 arvostelua)

hello, how are you? I read you details and I have good experience(5 years) in skill similar your project. we can discuss in detail about project on chat. I will complete your project perfectly. best regards. I am watin Lisää

$500 USD 7 päivässä
(7 arvostelua)

Hello sir. High-quality & Fast-delivery is promised! As a highly skilled full stack developer and I can help you perfectly. I am very confident with my skills and I'd like to help your business by doing my best. My cli Lisää

$1000 USD 7 päivässä
(2 arvostelua)

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.

$500 USD 7 päivässä
(0 arvostelua)

Hi, there I've read your all descriptions carefully and understood your all requests. I have done such projects many times before. So If you hire me, you can get wonderful result. I wish you communicate with me soon. B Lisää

$700 USD 10 päivässä
(0 arvostelua)

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

$1000 USD 7 päivässä
(0 arvostelua)