Order from us for quality, customized work in due time of your choice.
The two time periods for testing your portfolio strategy are announced only afte
The two time periods for testing your portfolio strategy are announced only after your Strategy Submission is complete.
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For this term, the designated test periods are:
Test Period 1: November 1, 2021, to January 31, 2022
Test Period 2: March 1, 2022, to May 31, 2022
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Remember to do your testing accurately – and exactly as guided by your strategy submitted earlier.
We will audit your testing as a part of grading the project work. In case of inconsistent and/or inaccurate testing, the Performance Markwill be lowered in proportion with the number of incorrect calculations found in the sample set. Simultaneously, the Process Mark will also be reduced since the rubric has a significant number of points associated with the robustness of your testing process.
I have provided my strategy i just need someone to implement it into excel to show the 2 testing periods.
these are what i would need:
Required Results Design Testing 1 Testing 2
Geometric average portfolio return, daily and annualized
Arithmetic average portfolio return, daily and annualized
Portfolio volatility, daily and annualized
Portfolio downward volatility, daily and annualized
Return on the best day
Return on the worst day
Ratio of up days to down days
Maximum drawdown
Sharpe ratio
Treynor’s measure
Information ratio
Portfolio beta
Portfolio alpha
Order from us for quality, customized work in due time of your choice.