R-Studio Script development (Finance - Portfolio Opt)
€8-30 EUR
Paid on delivery
I need a script in R to build and optimize a currency portfolio. The script must do the following:
1) Download history data from yahoo finance (the user will give the ticket and the start date; the end date will be the system date).
2) Create a correlation matrix between all the pairs
3) Create a vector with all the pairs with the lowest correlation (positive or negative)
4) Build a portfolio with all the currencies in that vector and obtain the weights for the min CVaR portfolio
5) Create a graph for the efficient frontier
6) Build a performance analysis of the portfolio (3 to 5 years of performance) and show the graph
7) The test must rebalance the portfolio each time it goes beyond 5%
Project ID: #14501231
About the project
2 freelancers are bidding on average €29 for this job
Hi, I am a serious developer who aims to provide high quality services. If you contact me, we can discuss more things detail and will be achieved with each other's purpose. Good luck for your business…
Hello. I 'm very interested in this project. I have enough experience working in R/R studio to do all your tasks. It might be my first project here. Please give me this opportunity . Hope for cooperation .
