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Backtest a stock market trading strategy using Google Spreadsheets

I need someone to backtest the following trading strategy in google drive spreadsheets (which is free to use, basically cloud excel with a few less functions.) This will take some stock market knowledge, and sorting/inputting a lot of data (though I'm sure a decent amount can be copy/pasted.)

Strategy: Short Term Reversal

Core strategy:

If a stock has relatively low (high) returns over the past month or week, it can earn positive (negative) abnormal returns in the following month or week

Approach 1:

Standard reversal strategy using the 500 and 100 largest cap U.S. stocks. More specifically, a reversal investment strategy that is long in the 20 percent stocks with the lowest one-week returns and short in the 20 percent with the highest returns

Approach 2:

A slightly more sophisticated approach (in addition to approach 1) that waits to sell (buy back) stocks until they are ranked among the 50 percent of winner (loser) stocks ranked on past return. These stocks are then replaced by the stocks with the lowest (highest) past-week return at that time and not yet included in the portfolio.

Your job: For EACH approach determine the basis points profit or loss per week overall and for each individual stock that would be traded in each approach. Show the entry and exit points for each qualifying stock based on the stock's open or closing prices.

Also backtest approach 1 and 2's weekly profits for the last year. Add/change any tweaks to the strategy. This will require the freelancer to find a site with data for the weekly returns of the stocks. Yahoo finance has opening/closing data, but if you find something better that's fine as well.

Additional Note: Only considering freelancers with 5 star reviews for this project.

If you're a new freelancer, save your bids/skip this project! Thank you.

Kĩ năng: Nhập liệu, Xử lí dữ liệu, Excel, Thị trường thương mại

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Về Bên Thuê:
( 0 nhận xét ) Arverne, United States

ID dự án: #11790132

16 freelancer đang chào giá trung bình $331 cho công việc này


Hello. 30 % of employers hiring me once hired me again. I have experience in the same. I CAN do this job, and do it well!

$170 USD trong 1 ngày
(64 Nhận xét)

Dear Valued Employer, I can add value to your project, by suggesting new ideas. I am fast and reliable. For further understanding why I am the right firm for your project, kindly check my profile, reviews, rating and Thêm

$500 USD trong 1 ngày
(31 Nhận xét)

You rs is an interesting project because I occasionally trade in the stock market. It is always a good thing to create a strategy and follow it. Please message me if you are interested, we can certainly take the projec Thêm

$25 USD trong 1 ngày
(56 Nhận xét)

Hi, I can take 100% confidently your project. I can give high quality service from others. I am expert about it. You can see my full profile and feedback to check the experience. I available online any time.

$25 USD trong 1 ngày
(25 Nhận xét)

Hi I have read out all the description given in your project and I am fully capable to deliver this Project with 100% accuracy and according to your instructions. I have worked on many projects similar to this in the Thêm

$35 USD trong 1 ngày
(6 Nhận xét)

Hello, this is not a complicated task. I can help you in this. I do bektesty or more complex betesty. I have been trading in the stock market and the topic to me as interesting.

$30 USD trong 1 ngày
(1 Nhận xét)

Hi, I am Antonio(MBA finance by Bocconi University) and I am working like financial and business analyst. I have worked in consulting company for 5 years and now I am independent. I have done above 300 report analysis Thêm

$35 USD trong 1 ngày
(0 Nhận xét)

I have done of work in the field of data analytics. I have done lot of analysis with stock price analysis in excel.

$35 USD trong 2 ngày
(0 Nhận xét)

Professional, possess more than 10 years’ experience Also written almost 100 articles on [login to view URL] investment in stocks mutual funds .Vast experience MS office ,word, Advanced excel , powerpoint , Acc Thêm

$11 USD trong 1 ngày
(0 Nhận xét)

Dear Hiring Manager, I have read your job description. I have proper experience about many data entry, research, internet research, market research, information research, data collection, data input, MS word, Excel Thêm

$13 USD trong 1 ngày
(0 Nhận xét)

Hi I'm up for the job since I work in the financial industry and have been investing and trading the markets for 8-years now

$20 USD trong 5 ngày
(0 Nhận xét)
$25 USD trong 1 ngày
(0 Nhận xét)

A proposal has not yet been provided

$10 USD trong 1 ngày
(0 Nhận xét)

Hello, I am so pleased to collaborate with each other. I am a professional in using excel sheets as I am a professional data entry operator. I have 5 years of experience in data entry. Due to my creative work, I am t Thêm

$15 USD trong 1 ngày
(0 Nhận xét)

I am an expert in data mining and predictive modeling. I have a PhD in Physics and I have extensive experience in machine learning applications, statistics and software development (web, mobile, desktop, SaaS). I work Thêm

$1000 USD trong 12 ngày
(0 Nhận xét)

This price is according to your project's length.

$3333 USD trong 1 ngày
(0 Nhận xét)

I am Data Entry/Data Processing Expert who knows the value of time, very hard working and always delivers the work on time. My Motive is to make my employer happy without adding additional charges. If you are looking f Thêm

$35 USD trong 1 ngày
(0 Nhận xét)
$25 USD trong 1 ngày
(0 Nhận xét)