Awarded

Investment Performance Statistics written in VB.Net

ONLY FOR THOSE VERY STRONG IN VB.NET AND STATISTICS THAT CAN TAKE A FORMULA AND CONVERT IT INTO CODE AND PROCESS AGAINST A DATA ARRAY.

factors to include in the VB.Net calculation engine unique to the investment industry that would be included in the application:

1) Mean Variance Optimization

2) Monte Carlo Simulation

3) Information Ratio (formula in the public domain)

4) Sharpe Ratio (formula in the public domain)

5) Downside Capture Ratio (formula in the public domain)

6) Upside Capture Ratio (formula in the public domain)

7) Tracking Error (formula in the public domain)

8) Treynor Ratio (formula in the public domain)

9) Sortino Ratio (formula in the public domain)

10) Portfolio Beta (formula in the public domain)

11) Portfolio Alpha (formula in the public domain)

12) Simple Total Return (formula in the public domain)

13) Annualized Total Return (formula in the public domain)

14) Standard Deviation

15) Correlation Matrices

16) Blended benchmarks

These formulae would be run against a database of monthly performance returns for investment products. Then, a set of investment products would be grouped into a portfolio such that the portfolio would have the statistics run against the grouped performance values.

Please let me know if you would be interested in discussing a consulting project to create the formula/calculation engine in VB.Net.

Skills: .NET, Finance, Financial Markets, Visual Basic

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About the Employer:
( 0 reviews ) Trenton, United States

Project ID: #528265

9 freelancers are bidding on average $6356 for this job

fedoron

Looks as it could be done over weekend.

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dmn001

Hi, would be interested in working on this. Have a math/programming background. Have taken courses in financial programming.

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SatishPanchware

I have done similar kind of project for karvy *****. I had incorporated all the logic on sql stored procedure. If you have all the formula's ready and sample dummy data, then I can deliver it quickly.

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Hirel

Pls check PMB for details Thanks Regards

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rishibandekar

Please send details [Removed by GAF Admin]

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tatasquared

Pls. see PM.

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saurabhdhokia

Please check PM.

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ashkumhere

our team comprises of statistician, programmer, Comp Sci.,algo designer and all are from IIT.

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objectw

Please read Private Message

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malindaR

dear Sir/madam Send me full detail . i can provide the best service for you. regards malinda

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