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Calculate VaR (99%) over next 252 trading days in excel


I need a talented finance freelancer who can calculate the VaR (99%) over the next 252 trading days of 5 different stocks in a portfolio. If you can do this well please let me know.

The method used should be

1. EWMA 1: λ=0.94 for both variance and covariance.

2. EWMA 2: λ=0.94 for variance and λ=0.98 for covariance.

3. Historical Simulation 1: Rolling window with 252 trading days.

4. Historical Simulation 2: Rolling window with 100 trading days.

Kĩ năng: Excel, Tài chính, Toán học, Phân tích thống kê, Statistics

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Về Bên Thuê:
( 7 nhận xét ) Twin Waters, Australia

ID dự án: #19239878

Được trao cho:


-I work in Finance, I have worked on risk management projects, so this is my field of expertise. Although, we need to discuss more details of what you really want to do here to minimize the risk of confusion. I can Thêm

$235 AUD trong 3 ngày
(0 Đánh Giá)

21 freelancer đang chào giá trung bình $292 cho công việc này


Hello, I have gone through your job posting and become very much interested to work with you. I am an expert in this field. I have already completed several projects like this. For evidence you can see my profile. Thêm

$300 AUD trong 5 ngày
(310 Nhận xét)

I am a qualified professional accountant, APA and Mcom finance. After carefully reading your project description, I think that I am the perfect candidate! With over 13 years of experience. I can guarantee getting t Thêm

$155 AUD trong 3 ngày
(481 Nhận xét)

Hi there i am a professional mathematician and forex trader i can do this perfectly ...............................................

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Hi I am a very experienced statistician, data scientist and business analyst. I have completed several PhD level thesis projects involving advanced statistical analysis of data. I have worked with data from several com Thêm

$500 AUD trong 3 ngày
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Hi, I know how to calculate the VAR of values by periods (like price by dates) and other similar formulas (like TWR). I am an expert and guru in Financial, Math and Excel/VBA/Macro. I have extensive knowledge and ex Thêm

$250 AUD trong 3 ngày
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Please review my profile as i have relevant skills and experience required for this project. Kindly send me a message to discuss further. Thanks, Asad Khan

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I am a professional Financial Analyst and Financial Management expert holding years of experience in Valuation, Hedging and Quantitative Risks. I will be happy to discuss in detail.

$100 AUD trong 1 ngày
(129 Nhận xét)

Hi, I'm good at this and can help I have skills in Excel, Finance, Mathematics, Statistical Analysis, Statistics

$150 AUD trong 3 ngày
(23 Nhận xét)

Hello sir. As a math and statistics expert, I'm glad to see your project. If you check my profile, you can see I have deep knowledge in math and statistics with data analytics. if you give me your project, i think I Thêm

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I am a professor of mathematical finance and I can surely help you with your portfolio. You can check sample work I have done in my portfolio and my profile reviews: https://www.freelancer.com/u/freelancerpr0?w=f P Thêm

$250 AUD trong 3 ngày
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Hello sir ! I have a Masters degree in Economics and Statistics with 5 years of professional experience . I am the best candidate for this project as I already have Thêm

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As a financial analyst with a BS in finance and 12 years of diverse-industry experience, I excel at managing complex FP&A initiatives for publicly held companies and global, multimillion-dollar operations. Valued as Thêm

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$1261 AUD trong 3 ngày
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Hi, I can work on your project. I have a master degree in statistics with an overall experience of more than 9 years in statistical analysis using SAS ,R , SPSS ,stata and Excel

$170 AUD trong 5 ngày
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Dear employer, Hi I already have done a project like this and I have the MATLAB code for this type of calculations. I have done my M.Sc. thesis using Python and MATLAB. It was about developing a numerical mode Thêm

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Hello I will complete the task of calculating moving averages using both lambda values in 2 days on milestone basis. I am qualified chartered accountant with 1 year teaching and 11 years professional experience in fi Thêm

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Hi There, I am very much interested in doing this project. I am having a very rich experience in this field. Please give me a chance to work for you. You can check my previous project feedback/Review/Rating from cli Thêm

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I am a chartered accountant with 5 years experience in account finance audit and taxation. I will complete your work within 2 days with 100 %accuracy.i have good work ex of excel,tally ,busy,word and other [login to view URL] Thêm

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I am a data scientist having 8 + years of experience in data mining,data scrapping,data transformation,data visualization and statistical modelling & have worked with large MNC's.

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