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.
20 freelance font une offre moyenne de $302 pour ce travail
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
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
Hi there i am a professional mathematician and forex trader i can do this perfectly ...............................................
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
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
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
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.
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
Hi, I'm good at this and can help I have skills in Excel, Finance, Mathematics, Statistical Analysis, Statistics
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
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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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
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
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
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
I am a chartered accountant with 5 years experience in account finance audit and taxation. I will complete your work within 2 days with 100 %accuracy.i have good work ex of excel,tally ,busy,word and other [login to view URL] Plus
I am a data scientist having 8 + years of experience in data mining,data scrapping,data transformation,data visualization and statistical modelling & have worked with large MNC's.