I will create any statistics tool for finance portfolio optimizer

Portugal

I speak English, Portuguese, Spanish

Quantitative Trader

I have over 5 years of experience as a discretionary trader for buy-side small asset managers and managed over US $1M in funds across many asset classes. I traded mostly derivatives (futures, options ...
About this Gig

I offer a tailored service of Portfolio Optimization for more than 100 assets and for any asset class. This includes:

1) Plot and compute the distribution/history of assets return, volatility and any other measure throughout the desired period.

2) Stress-testing of minimum bias in dataset choice (Bootstrap and out-of-sample methods).

3) Calculate and plot the Correlation and Covariance/Variance Matrix.

4) Calculate the Sharpe Ratio and/or any other preferred risk-adjusted return metric.

5) Monte Carlo Simulation for n sets of random portfolio weights.

6) Plot all possible weights associated risk-adjusted returns (highlight the best portfolio)


Programming language:

Python

R

Other

Technology:

Excel

Google Sheets

Jupyter Notebook

Stata

Other

Analysis Type:

Quantitative Analysis

Impact Analysis

Expertise:

Algorithms

Forecasting

Math

Statistics

Tools:

RStudio

My Portfolio