Backtesting an investment strategy with Excel VBA and Scilab (Mathlab) - ASAP
Budget: €30 – €250 EUR
Hello,
As a graduation project, I need a backtesting on a portfolio strategy (optional). I need it to be done in 24 hours. Here is it:
To simplify the reasoning, the student will start with a two-asset portfolio for a 2-year backtest period with daily asset price data.
The objective of the backtest is to give the performance and profitability of a portfolio over a given period of time, by displaying the weights of the portfolio each day.
For simplification reasons, the student can have constant weights in the portfolio, for example, 50% on asset 1 and 50% on asset 2.
As a graduation project, I need a backtesting on a portfolio strategy (optional). I need it to be done in 24 hours. Here is it:
To simplify the reasoning, the student will start with a two-asset portfolio for a 2-year backtest period with daily asset price data.
The objective of the backtest is to give the performance and profitability of a portfolio over a given period of time, by displaying the weights of the portfolio each day.
For simplification reasons, the student can have constant weights in the portfolio, for example, 50% on asset 1 and 50% on asset 2.