Copula Analysis and Fitting for Stocks
Budget: €30 – €250 EUR
I'm looking for a Python expert with experience in financial modeling to help me fit copulas to stock data in conjunction with the CNN Fear and Greed Index.
Key tasks will include:
- Conducting a goodness-of-fit test to identify the appropriate copula model.
- Implementing and running the selected copulas: Gaussian, t-Copula, and Clayton.
- Visualizing the results through effective plots.
Ideal candidates will have:
- Proficiency in Python.
- Strong background in finance, particularly with stocks.
- Experience with the Gaussian copula, t-Copula, and Clayton copula.
- Ability to interpret and incorporate market sentiment indicators, specifically the CNN Fear and Greed Index.
- Excellent data visualization skills.
Key tasks will include:
- Conducting a goodness-of-fit test to identify the appropriate copula model.
- Implementing and running the selected copulas: Gaussian, t-Copula, and Clayton.
- Visualizing the results through effective plots.
Ideal candidates will have:
- Proficiency in Python.
- Strong background in finance, particularly with stocks.
- Experience with the Gaussian copula, t-Copula, and Clayton copula.
- Ability to interpret and incorporate market sentiment indicators, specifically the CNN Fear and Greed Index.
- Excellent data visualization skills.