Terminé

Calculate VaR (99%) over next 252 trading days in excel

Hello,

I need a talented finance freelancer who can calculate the VaR (99%) over the next 252 trading days of 5 different stocks in a portfolio. If you can do this well please let me know.

The method used should be

1. EWMA 1: λ=0.94 for both variance and covariance.

2. EWMA 2: λ=0.94 for variance and λ=0.98 for covariance.

3. Historical Simulation 1: Rolling window with 252 trading days.

4. Historical Simulation 2: Rolling window with 100 trading days.

Compétences : Excel, Finance, Mathématiques, Analyses statistiques, Statistiques

en voir plus : var calculation formula, historical var calculation excel, var calculation examples, value at risk sample in excel, value at risk pdf, how banks calculate var, how to calculate var of a portfolio in excel, value at risk problems and solutions, summing days excel, trading platform excel export, calculator days excel, dynamic graph entered number days excel, stocks 100 days excel, trading indicator excel, employees free time sheet date days days excel, backtesting trading systems excel forex, substracting days excel, negative days excel, sample daily schedule days excel, find records last days excel

Concernant l'employeur :
( 8 commentaires ) Twin Waters, Australia

Nº du projet : #19239878

Décerné à:

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allmed2013

-I work in Finance, I have worked on risk management projects, so this is my field of expertise. Although, we need to discuss more details of what you really want to do here to minimize the risk of confusion. I can Plus

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2.4

20 freelance font une offre moyenne de $302 pour ce travail

schoudhary1553

Hello, I have gone through your job posting and become very much interested to work with you. I am an expert in this field. I have already completed several projects like this. For evidence you can see my profile. Plus

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javed1705

I am a qualified professional accountant, APA and Mcom finance. After carefully reading your project description, I think that I am the perfect candidate! With over 13 years of experience. I can guarantee getting t Plus

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liveexperts123

Hi there i am a professional mathematician and forex trader i can do this perfectly ...............................................

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suyashdhoot

Hi I am a very experienced statistician, data scientist and business analyst. I have completed several PhD level thesis projects involving advanced statistical analysis of data. I have worked with data from several com Plus

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dgled

Hi, I know how to calculate the VAR of values by periods (like price by dates) and other similar formulas (like TWR). I am an expert and guru in Financial, Math and Excel/VBA/Macro. I have extensive knowledge and ex Plus

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asadkhan3533

Please review my profile as i have relevant skills and experience required for this project. Kindly send me a message to discuss further. Thanks, Asad Khan

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daniyal3214

I am a professional Financial Analyst and Financial Management expert holding years of experience in Valuation, Hedging and Quantitative Risks. I will be happy to discuss in detail.

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freelancerpr0

I am a professor of mathematical finance and I can surely help you with your portfolio. You can check sample work I have done in my portfolio and my profile reviews: https://www.freelancer.com/u/freelancerpr0?w=f P Plus

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doctorkendrick20

Hi, I'm good at this and can help I have skills in Excel, Finance, Mathematics, Statistical Analysis, Statistics

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widadsaghir1993

Hello sir. As a math and statistics expert, I'm glad to see your project. If you check my profile, you can see I have deep knowledge in math and statistics with data analytics. if you give me your project, i think I Plus

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kabbylinks

As a financial analyst with a BS in finance and 12 years of diverse-industry experience, I excel at managing complex FP&A initiatives for publicly held companies and global, multimillion-dollar operations. Valued as Plus

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Zarinaali

Please message to discuss more details Please message to discuss more details Please message to discuss more details Please message to discuss more details

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Shanvm30

Hi, I can work on your project. I have a master degree in statistics with an overall experience of more than 9 years in statistical analysis using SAS ,R , SPSS ,stata and Excel

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abbasJz

Dear employer, Hi I already have done a project like this and I have the MATLAB code for this type of calculations. I have done my M.Sc. thesis using Python and MATLAB. It was about developing a numerical mode Plus

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rizwankamali

Hello I will complete the task of calculating moving averages using both lambda values in 2 days on milestone basis. I am qualified chartered accountant with 1 year teaching and 11 years professional experience in fi Plus

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IbexEnterprises

Hi There, I am very much interested in doing this project. I am having a very rich experience in this field. Please give me a chance to work for you. You can check my previous project feedback/Review/Rating from cli Plus

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ciiroccp

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malookailash5

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