I have a QMJ stock picking model in Excel. This model is based on the paper added as attachment.
What has to to be done:
- verify the correctness of the implementation in Excel. Be critical on all aspects (data quality, mathematical correctness, optimization criterium, usage,...)
- rebuild the model in RStudio, and explain potential discrepancies with the Excel model
- Portfolio management (understanding the attached paper is important)
I'm flexible for the budget. It depends highly on the actual amount of workload, which is hard to predict in advance.
- I'll take at least a few days/week to find the perfect candidate.
- The data sets can only be deliverd on March 20. I'd like to have the project finished a few weeks afterwards.
7 freelancers are bidding on average $160 for this job
I have 5 years working with econometric models in R and Excel, linking them through RExcel and RStudio. Feel free to contact me to talk more about project details. Best regards.