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Investment Performance Statistics written in [url removed, login to view]

ONLY FOR THOSE VERY STRONG IN [url removed, login to view] AND STATISTICS THAT CAN TAKE A FORMULA AND CONVERT IT INTO CODE AND PROCESS AGAINST A DATA ARRAY.

factors to include in the [url removed, login to view] calculation engine unique to the investment industry that would be included in the application:

1) Mean Variance Optimization

2) Monte Carlo Simulation

3) Information Ratio (formula in the public domain)

4) Sharpe Ratio (formula in the public domain)

5) Downside Capture Ratio (formula in the public domain)

6) Upside Capture Ratio (formula in the public domain)

7) Tracking Error (formula in the public domain)

8) Treynor Ratio (formula in the public domain)

9) Sortino Ratio (formula in the public domain)

10) Portfolio Beta (formula in the public domain)

11) Portfolio Alpha (formula in the public domain)

12) Simple Total Return (formula in the public domain)

13) Annualized Total Return (formula in the public domain)

14) Standard Deviation

15) Correlation Matrices

16) Blended benchmarks

These formulae would be run against a database of monthly performance returns for investment products. Then, a set of investment products would be grouped into a portfolio such that the portfolio would have the statistics run against the grouped performance values.

Please let me know if you would be interested in discussing a consulting project to create the formula/calculation engine in VB.Net.

Habilidades: .NET, Finanças, Mercado Financeiro, Visual Basic

Ver mais: upside capture ratio formula, upside capture formula, upside capture ratio calculation, total return capture ratio, investment performance net, downside capture ratio formula, visual basic net array, net array, simple net code, portfolio statistics, downside capture formula, investment project performance statistics, vb n, public domain database, net consulting, in vb, visual net, vb, variance, statistics, statistics calculation, monte, mean variance, investment database, domain consulting

Acerca do Empregador:
( 0 comentários ) Trenton, United States

ID do Projeto: #528265

9 freelancers estão ofertando em média $6356 para este trabalho

fedoron

Looks as it could be done over weekend.

$750 USD in 3 dias
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dmn001

Hi, would be interested in working on this. Have a math/programming background. Have taken courses in financial programming.

$750 USD in 21 dias
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SatishPanchware

I have done similar kind of project for karvy *****. I had incorporated all the logic on sql stored procedure. If you have all the formula's ready and sample dummy data, then I can deliver it quickly.

$750 USD in 15 dias
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Hirel

Pls check PMB for details Thanks Regards

$750 USD in 21 dias
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rishibandekar

Please send details [Removed by GAF Admin]

$30000 USD in 360 dias
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tatasquared

Pls. see PM.

$750 USD in 30 dias
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saurabhdhokia

Please check PM.

$700 USD in 25 dias
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ashkumhere

our team comprises of statistician, programmer, Comp Sci.,algo designer and all are from IIT.

$500 USD in 15 dias
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objectw

Please read Private Message

$20000 USD in 90 dias
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malindaR

dear Sir/madam Send me full detail . i can provide the best service for you. regards malinda

$3000 USD in 200 dias
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