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Write a program that should compute the expected return, volatility, quadratic utility, and sharp ratio of the 2-fund portfolio.

$10-30 USD

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Dibuat hampir 3 tahun yang lalu

$10-30 USD

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Note: I have the mathematical solution (attached as [login to view URL]), but I just want to convert it into Python as per the PDF attached. Project Description: Consider a 2-fund separation problem. Write a Python program that allows the user to choose how to enter the (i) expected rate of return, (ii) volatility for each of the two funds, (ii) the correlation coefficient, (iv) the risk aversion coefficient, and (v) a risk-free rate of return; 1. read the data from an Excel file, (2), enter them through program prompts i.e. use input(..) function to read from the keyboard. Then write a program that should compute the expected return, volatility, quadratic utility, and sharp ratio of the 2-fund portfolio. Reference: Please refer to the attached PDF for more details about the project. (All the formulas used are available in the PDF attached)
ID Proyek: 30795933

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5 freelancer menawar dengan rata-rata $23 USD untuk pekerjaan ini
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I am a PhD in Operations Research with 12 years of experience in developing and deploying Financial solutions for various organisations and institutions using R. I have deep expertise in Statistics and I am the best person for this job in this platform. Currently, I am working as a Lead AI Scientist, in a top-tier US MNC where similar type of modelling is my core job. Please refer my previous work in Freelancer and also search me on Google Scholar to know more about my expertise. I understood your requirements and I can assue I can deliver it reliably.
$30 USD dalam 1 hari
5,0 (8 ulasan)
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Hello, I can do that in 3 days. I usually work in stock market with machine learning. We also can include other indicators beside those.
$25 USD dalam 7 hari
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As a senior industrial engineering student with a financial background, I also made quite similar case study like this one last semester.
$15 USD dalam 3 hari
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I will write the required python codes in functions to compute the required outputs given inputs. I have a strong background in financial modelling.
$25 USD dalam 1 hari
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Bendera INDIA
Lucknow, India
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Anggota sejak Jul 10, 2021

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