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


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

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

Nº du projet : #19239878

Décerné à:

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-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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(1 Évaluation)

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


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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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