Backtest a stock market trading strategy using Google Spreadsheets

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Опис

I need someone to backtest the following trading strategy in google drive spreadsheets (which is free to use, basically cloud excel with a few less functions.) This will take some stock market knowledge, and sorting/inputting a lot of data (though I'm sure a decent amount can be copy/pasted.)

Strategy: Short Term Reversal

Core strategy:

If a stock has relatively low (high) returns over the past month or week, it can earn positive (negative) abnormal returns in the following month or week

Approach 1:

Standard reversal strategy using the 500 and 100 largest cap U.S. stocks. More specifically, a reversal investment strategy that is long in the 20 percent stocks with the lowest one-week returns and short in the 20 percent with the highest returns

Approach 2:

A slightly more sophisticated approach (in addition to approach 1) that waits to sell (buy back) stocks until they are ranked among the 50 percent of winner (loser) stocks ranked on past return. These stocks are then replaced by the stocks with the lowest (highest) past-week return at that time and not yet included in the portfolio.

Your job: For EACH approach determine the basis points profit or loss per week overall and for each individual stock that would be traded in each approach. Show the entry and exit points for each qualifying stock based on the stock's open or closing prices.

Also backtest approach 1 and 2's weekly profits for the last year. Add/change any tweaks to the strategy. This will require the freelancer to find a site with data for the weekly returns of the stocks. Yahoo finance has opening/closing data, but if you find something better that's fine as well.

Навички: Введення даних, Обробка даних, Excel, Фінансові ринки

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ID проекту: #11790132

16 фрілансерів(-а) подали заявки на цю роботу; середня заявка - $331

katilinas

Hello. 30 % of employers hiring me once hired me again. I have experience in the same. I CAN do this job, and do it well!

$170 USD за 1 день
(64 відгуків(-и))
5.3
rakeshwadhwani

Dear Valued Employer, I can add value to your project, by suggesting new ideas. I am fast and reliable. For further understanding why I am the right firm for your project, kindly check my profile, reviews, rating and Більше

$500 USD за 1 день
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5.4
teeares

You rs is an interesting project because I occasionally trade in the stock market. It is always a good thing to create a strategy and follow it. Please message me if you are interested, we can certainly take the projec Більше

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5.2
aticul

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4.4
sadaqatali408

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2.3
serhiio

Hello, this is not a complicated task. I can help you in this. I do bektesty or more complex betesty. I have been trading in the stock market and the topic to me as interesting.

$30 USD за 1 день
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2.1
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rahulsarawagi

I have done of work in the field of data analytics. I have done lot of analysis with stock price analysis in excel.

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MigliaccioT

Hi, I am Antonio(MBA finance by Bocconi University) and I am working like financial and business analyst. I have worked in consulting company for 5 years and now I am independent. I have done above 300 report analysis Більше

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vinayjain32

Professional, possess more than 10 years’ experience Also written almost 100 articles on construction.have investment in stocks mutual funds .Vast experience MS office ,word, Advanced excel , powerpoint , Acc Більше

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jhepppablio4

A proposal has not yet been provided

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ozairzaffar

I am Data Entry/Data Processing Expert who knows the value of time, very hard working and always delivers the work on time. My Motive is to make my employer happy without adding additional charges. If you are looking f Більше

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itsdhruvit

This price is according to your project's length.

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smartresearch1

I am an expert in data mining and predictive modeling. I have a PhD in Physics and I have extensive experience in machine learning applications, statistics and software development (web, mobile, desktop, SaaS). I work Більше

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ajantu92

Dear Hiring Manager, I have read your job description. I have proper experience about many data entry, research, internet research, market research, information research, data collection, data input, MS word, Excel Більше

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msoliman2026

Hello, I am so pleased to collaborate with each other. I am a professional in using excel sheets as I am a professional data entry operator. I have 5 years of experience in data entry. Due to my creative work, I am t Більше

$15 USD за 1 день
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phily1

Hi I'm up for the job since I work in the financial industry and have been investing and trading the markets for 8-years now

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