You will get A list of tradable UK stocks delivered monthly (Sharpe ratio 1.1)
Project details
You will get a list of tradable stocks (with tickers) each month from 2014 up to the month you purchase this project. The lists are produced from a trading strategy that dynamically and optimally aggregates more than 10 characteristics proposed in academic studies and widely adopted by factor-investing hedge funds. In the back-test, the Sharpe ratio is 1.1, and the annual return is 23%. The lists will be delivered to you in an Excel file.
Industry
Business Services & Consulting, Data Analytics, Financial ServicesTarget Country
WorldwideWhat's included
| Service Tiers |
Starter
$60
|
Standard
$85
|
Advanced
$100
|
|---|---|---|---|
| Delivery Time | 1 day | 1 day | 1 day |
Ratio Analysis | - | - | - |
Cost Variance Analysis | - | - | - |
Equity Research & Analysis | |||
Discounted Cash Flow | - | - | - |
Equity Valuation | |||
Financial Statements | - | - | - |
About Xiaoxia
Expert Quantitative Analyst with Academic Experience
Fuan, China - 7:52 am local time
I am proficient at Matlab, Excel VBA, R, and Python.
I also have a few market neutral algorithms for trading futures (zero beta, high Sharpe, and low MDD) at Quantopian. Do get in touch if you can offer allocation or would like to license the algorithms.
Steps for completing your project
After purchasing the project, send requirements so Xiaoxia can start the project.
Delivery time starts when Xiaoxia receives requirements from you.
Xiaoxia works on your project following the steps below.
Revisions may occur after the delivery date.
produce and deliver the lists