Python (Pandas) - Specific period return (and Max Drawdown)
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Hello,
Im looking for a proficient python coder with a solid financial background.
Attached is a picture "Scenarios" which should be the final output and is what I am looking for.
Attached is also and excel file "Portfolio Return [login to view URL]". Basically I want to code a simple stress test module which isolates the portfolio return (or max drawdown) in those periods of stress where financial markets dropped.
What I need:
For the periods below, I need the cumulative Portfolio Return (thats the cumulative return from the beginning of the period to the end of the period) visualized as a bar chart (as shown in the picture) and compared to the ETF1 Return for those periods. I must be able to select periods based on Begin Date and End Date and I must be able to add more periods or delete periods so the code must be written in a way that it is easy to ad/delete stress periods
Periods:
02.01.2003 - 20.03.2003
31.10.2007 - 15.03.2009
20.05.2011 - 20.10.2011
31.07.2015 - 10.02.2016
26.01.2018 - 02.04.2018
If you want to earn a bonus then instead of showing the cumultive period returns you can show the maximum historical drawdown for that period. Here is code of how to calculate the maximum drawdown
[login to view URL]
All must be coded in Jupyter Notebook
Hello,
I went through your requirement details. I also looked at the excel attached. I see that it already has returns calculated along with cumulative returns. I can help you implement bar charts according to the attached png file. I have good knowledge of Pandas, numpy and matplotlib which can be used to complete this assignment.
Please feel free to contact me to discuss further about it.
Regards,
Sunny
$35 USD v 2 dneh
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5,8
5,8
7 freelancerjev je oddalo ponudbo s povprečno vrednostjo $27 USD za to delo
Pro C Programming/Python/Financial Research/Metatrader/Financial Markets Expert!
Hi client.
Once saw a your project, it was very attracted my mind because I am very interested in your project and also, have rich experiences and high skills on these fields because I have been working in this fields for 8+ years.
If given a chance, I am highly confident in my ability to deliver the highest quality. I am confident that my involvement in your project will bring it to a successful launch, on time and within budget.
I look forward to hearing from you.
Kind Regards
Hi,
I have worked with data analysis & visualization in Python on projects like business case development. I would like to work on your project. Let me know if you want to discuss further.
Regards,
Monir
Hi,
I am Ibrahim and I am a data scientist, I have a history in finance as well, I wanted to ask, whether would this portfolio be based on your data, or will it be based on data to be extracted.
Regards,
Ibrahim Anjum