Compute 1 month, 3 month, and 6 month returns for many transactions (all data provided) and aggregate them into portfolio returns. Once all portfolio returns have been computed, rank them from best to worst. Compare the upper quintile to the lower quintile. Split the portfolio returns into small, medium, and large market cap and show the average returns for each group
Look into all buy transactions and compare them to all sell transactions. Do the buy transactions yield better returns than the sell transactions?
Create output tables of the findings to be used in a paper
8 freelancerów złożyło ofertę na średnią kwotę w wysokości $214 do tego projektu.
I have about 17 years of IT experience in Data Science and about 15 years in Financial data Analytics.. I do have good exposure to Google Viz and Tableau.