Quant consultant on stock testing, development and automation
$200-1500 USD
Closed
Posted over 11 years ago
$200-1500 USD
Paid on delivery
I want to create the testing platform that allows me to test penny and small cap stocks that are recommended/touted, over and over. This platform will allow me to formulate my strategy. I would like to be able to track the performance through excel or an existing program.
I want to be able to test specific penny stocks that have been "promoted", so these stocks will only be tested against their historical price action. The testing will be along the lines of the research conducted by Frieder and Zittrain titled; Spam Works: Evidence from Stock Touts and Corresponding Market Activity. My tests will not be on email Spam, but on actual recommendations by certain stock promoters.
I need help with the following:
Recommendations for tracking performance of multiple recommendations (30,60,90,120 days)?
Determining the impact these recommendations have vs historical volume (capacity)?
Optimal way to determine entry and exit points?
Determining Information Ratio of this strategy? Optimal testing period?
Calculating Drawdowns
Calculating Excess Returns
Incorporating cost into strategy
Determining testing benchmarks for penny stocks
Recommendations on existing tools/software that I can use to help me or if all of it can be programmed into Excel?
Automation strategy
Please provide related work experience.