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"Historical Stock Market Data Exploration using AMIM Methodology"

₹1500-12500 INR

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Slået op cirka 2 måneder siden

₹1500-12500 INR

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I need an Expert to explore data and giving results Adaptive Market Information Measure (AMIM), a method for evaluating market efficiency developed by researchers Vu Tran and Thomas Leirvik. Here's a breakdown of the methodology and its key concepts: Background Market Efficiency: In finance, an efficient market reflects current information in asset prices. The Efficient Market Hypothesis (EMH) states it's difficult to consistently outperform the market as information is quickly and fully incorporated in asset prices. Weak-form Efficiency: This form of the EMH suggests that historical price data cannot be used to predict future prices. AMIM focuses on measuring weak-form efficiency. AMIM Methodology Autoregressive Model: AMIM is based on the estimation of an autoregressive model of the following form: r_t = β_0 + β_1*r_{t-1} + ... + β_q*r_{t-q} + ϵ_t r_t = Asset return at time t β_i = Coefficients q = Number of lags (previous price data used as predictors) ϵ_t = Error term Calculating AMIM: R-Squared (R²): The R² of the autoregressive model tells us how much of the asset's return variation is explained by past returns. A high R² means the market is less efficient (using historical data predicts future movements). Adjustments: AMIM introduces adjustments to the R² to make it unit-free, comparable across assets and time, and align with economic intuition (higher AMIM = less efficiency). The exact formula is slightly technical but available in their research paper. Interpretation Zero or Negative AMIM: Indicates an efficient market in the weak form. Historical price information offers no advantage. AMIM Between 0 and 1: Indicates varying degrees of market inefficiency. AMIM Closer to 1: Means the market is more inefficient and potentially predictable using historical data. Advantages of AMIM Simplicity: Easy to calculate and interpret. Comparability: Useful for comparing market efficiency across assets, regions, and time periods. Sensitivity: Reflects how major economic events can impact market efficiency. would provide necessary material to make your job easy...! Original Paper: "A simple but powerful measure of Market Efficiency" by Vu Tran and Thomas Leirvik ([login to view URL]
Projekt-ID: 37805370

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Aktiv 14 dage siden

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5 freelancere byder i gennemsnit ₹6.554 INR på dette job
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Hi, I am a data analyst/statistician and Economist with more than 5 years of experience. I can do your project, Please take time to check my profile and then you decide to contact me.
₹7.000 INR på 4 dage
4,8 (60 anmeldelser)
5,9
5,9
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Hello. I hope you are doing well. I am a PYTHON expert and have years of experiences in Finance and Statistics I can provide you the perfect result on time. Please contact me so that we can discuss about the details of the project. Thank you for your time
₹10.000 INR på 1 dag
4,9 (4 anmeldelser)
3,1
3,1
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With my extensive experience in the field of data analysis, I assure you that delving into the intricacies of historical stock market data using the AMIM methodology is my forte. Having spent over a decade honing my skills with various tools, including Excel for data management and Power BI for visualization, I guarantee top-notch results and actionable insights from your data. Additionally, my proficiency in statistical computing using Python and R will enable me to seamlessly implement the necessary calculations and adjustments required by the AMIM methodology. You can trust my competence to not only deliver precise and accurate analyses but also explain them in a comprehensible manner In summary, teaming up with me guarantees a rigorous and detailed exploration of your historical stock market data using AMIM. My ultimately clienteles have consistently praised my work ethic, budget sensibility and unwavering availability. Let's get started on analysing these datasets and uncovering valuable tidbits together!
₹1.500 INR på 1 dag
4,4 (2 anmeldelser)
2,0
2,0
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Hi Ashutosh Y., Good evening! My name is Jane a professional data analyst with skills including R Programming Language, Statistics, Statistical Analysis, Research Writing and Financial Research. I have over 5 years in tutoring data analysis and statistics. Having completed similar project, I am confident in my ability to deliver high-quality results for this project. I am eager to discuss further details and see how I can contribute to your team. I am happy to offer a free consultation and a 10% discount for first-time clients. Please contact me to discuss more about this project. Regards Jane
₹7.770 INR på 3 dage
5,0 (4 anmeldelser)
1,2
1,2
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I am currently persuing CFA so its nothing new for me as per the requirement i am aware with valuation system and hypothesis. In thos field i also know to calculate beta and if market is efficient as per hypothesis. I am also aware with not only technical aspects but also as per fundamental to evaluate the valuation of company. I am very hard worker who doesn't work only for money but for customer or client satisfaction.
₹6.500 INR på 7 dage
0,0 (0 anmeldelser)
0,0
0,0

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Lucknow, India
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Medlem siden feb. 24, 2024

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