Returns results/alpha analysis
See more projectsIntensity
4hr/week
Est. Duration
4days
Work Remotely
Work from your own location. No travel is required to apply to this project.
Schedule Expectations
Expert can manage their own schedule
Communication Expectations
(None Provided)
Project Overview
1 to 8 years professional experience
Finance & Accounting - Corporate Finance
Calculate simple hedge fund type returns from an alpha capture data base (not given a notional amount) ). I would like to back into this by determining my daily initial margin assuming 5% margin G10, 10% for EM and 5% for Listed Futures. Monthly Performance, Cumulative Performance, Daily & Weekly Distribution of Returns. % of Months Up.
I also thought rather than use notional totals, I could use scaling 1 to 3 and %return.
I also thought rather than use notional totals, I could use scaling 1 to 3 and %return.
Preferred Skills and Certifications
Functional
Corporate Finance
About The Client
12 years
Time On Graphite