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
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
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All must be coded in Jupyter Notebook
13 freelancere byder i gennemsnit $24 på dette job
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, 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
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.