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Python (Pandas) - Specific period return (and Max Drawdown)

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

Evner: Python, Metahandel, Økonomisk Research, Økonomiske Markeder, C programmering

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Om arbejdsgiveren:
( 55 bedømmelser ) zurich, Switzerland

Projekt ID: #21793369

Tildelt til:

sunny2309

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 att Flere

$35 USD in 2 dage
(35 bedømmelser)
5.3

13 freelancere byder i gennemsnit $24 på dette job

skfaroo123

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 exper Flere

$50 USD in 7 dage
(39 bedømmelser)
6.6
topexpert713

Hi, Nice to meet you! I have read your requirements carefully and I am very interesting for your project. I am confident of this project as I'm a professional Python expert with over 5 years of experience. It seems to Flere

$20 USD in 7 dage
(27 bedømmelser)
5.3
Arahan00

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

$50 USD in 3 dage
(10 bedømmelser)
4.5
ibrahimanjum330

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 Anju Flere

$10 USD in 2 dage
(8 bedømmelser)
4.0
liujianmin

I have rich experience in pandas I have done this kind of project for many times and I am sure that I can so this properly Please contact me

$20 USD in 7 dage
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2.9
cryptxelgame4

Hi, My name is Cristhian an experienced developer, I read all your description and I am so interested in, I would appreciate a lot if we discuss details in [login to view URL] regards

$16 USD in 4 dage
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3.1
tanmay2893

I am Bits Pilani graduate. currently working as Asst Manager Data Science. I have proficiency in Data Analysis and Data Crunching using python tools:- Pandas, Numpy etc. I have Done Extensive Work in Bigdata Analysis Flere

$10 USD in 3 dage
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2.9
LiChengYang

Hi, Client. I can do your project because I have special skills in python. As a python expert, I have a rich experience, so I can do your project well. Also, I have a wonderful condition to work with you full-time. I Flere

$10 USD in 2 dage
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2.5
shankar86

hi, Thank you for giving me a chance to bid on your project . [login to view URL] I have read your requirements carefully, and I am interested in your job because I have full experience with Such Project you ask. Flere

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anuranaaz

I can do it according to your requirements I promise I will deliver you quality work as your satisfaction will be my priority

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manager21

we have good team to work on time delivery projects right we are working in python/r, data sciences and data mining AUS projects

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meysam1357

Hello, I have 12 years experience in programming C/C++/C#. I am expert in MATLAB/Python programming. I have done many similar projects. Please send me more details about project. Regards.

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