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Write functions within excel to back test trading scenario based on price data of the S&P 500

$30-250 USD

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Dibuat hampir 9 tahun yang lalu

$30-250 USD

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Scope of work Using the price data going back to 1950 for the S&P 500 build a set of rules/functions which would allow us to determine if a buy, hold or watch recommendation would be given at the end of the month. If the recommendation requires a trade then what date was the trade made and at what price. Using an excel workbook (which I will provide) I need the following: Within the worksheet titled “Mnth End 12 Mnth Avg 6.5” I need the following returned 1. Column A = Month End Date - Date of last trading day of the month (in Day, Month, Day #, Year format) 2. Column B = Month End Price - Adjusted closing price on the last trading day of the month 3. Column C = 12 Mnth Avg Closing Price – The average of the last 12 months adjusted closing prices 4. Column D = Trigger Price – The price which must be crossed to trigger a trade. A sale trigger price is equal to the 12 Mnth Avg Closing Price multiplied by 0.935. A buy trigger price is equal to the 12 Mnth Avg Closing Price. 5. Column E = Recommendation – Returns a recommendation based on the Month End Price in relation to the 12 Mnth Avg Closing Price in relation to the Trigger Price. Value will be either “Buy/ Hold 100%”, “Sell/Hold 50%” or “Watch Daily” based on the following: a. If monthly closing price < trigger price for the month then “Sell/Hold 50” b. If monthly closing price > monthly average price then “Buy/Hold 100%” c. If monthly closing price < monthly average price but > trigger price for the month then “Watch Daily” 6. Column F = Trade Date – Returns the date which a trade would have taken place if the following condition are met. If the condition is not met then a value of “No Trade” is returned. a. If previous month’s “Recommendation” was “Buy/Hold 100%” and current month’s “Action” is “Buy/Hold 100%” then “No Trade” b. If previous month’s “Recommendation” was “Sell/Hold 50%” and current month’s “Action” is “Sell/Hold 50%” then “No Trade” c. If previous month’s “Recommendation” was “Buy/Hold 100%” and current month’s “Action” is “Sell/Hold 50%” then = the next business day’s “Date” d. If previous month’s “Recommendation” was “Sell/Hold 50%” and current month’s “Action” is “Buy/Hold 100%” then = the next business day’s “Date” e. If current month’s “Recommendation” is “Watch” then search for S&P 500 Daily closing price within the next month date range from the first of the month to the last day of the month for the first closing price < trigger price, If found then = the next business day’s “Date”, if not found then = “No Trade” 7. Column G = Trade Price – Returns the adjusted closing price of the Trade Date a. If Trade Date = “No Trade” then = “No Trade” b. If Trade Date <> “No Trade” then = S&P 500 Closing Price for the next business day
ID Proyek: 7964524

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Hi, I would love to work on this project. I have 8 years of experience in Microsoft Excel including working with excel modeling, dashboards and macros. Please contact with further details if interested. Regards Raghav Bansal
$188 USD dalam 2 hari
5,0 (55 ulasan)
5,7
5,7
4 freelancer menawar dengan rata-rata $205 USD untuk pekerjaan ini
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Hi, I'll be happy to help you with this project. Please feel free to message me if you need to discuss any questions
$275 USD dalam 3 hari
4,9 (187 ulasan)
7,1
7,1
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Hello, my name is Cristian, I have a degree in Business and work with excel every day. I have much experience with spreadsheets, formulas, models and macros. Check my reviews. They speak for themselves. Best regards
$205 USD dalam 3 hari
4,9 (61 ulasan)
5,7
5,7
Avatar Pengguna
Hello, I am an excel wiz and ready to help you in this project . I've seen the attached excel sheet , but need to discuss more about the project. Thanks
$150 USD dalam 3 hari
5,0 (20 ulasan)
4,3
4,3
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Hi, I am an expert in MS Excel, MS Access, SQL database production and management. I have over 7 years of experience in working with all of the databases and analytics. I am a financial engineering graduate and have extensive experience and knowledge in corporate finance, accounting, financial statements, financial analysis, modelling, projections etc. I can build this model as per your requirements in as less as 2 days So lets discuss this project in detail and start at your earliest convenience. I can guarantee you the best possible work in least possible price.
$117 USD dalam 3 hari
4,9 (11 ulasan)
3,9
3,9

Tentang klien

Bendera UNITED STATES
Los Gatos, United States
4,9
2
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Anggota sejak Jun 29, 2015

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Microsoft Excel Project -- 2
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