We need 2 assignments to be completed on Statistics. We've been doing a simulated trading exercise for 17 days and we need to answer 10 questions in an Xcel sheet.
Questions 1 to 7 are the same for both assignments. Only the las 3 questions will use different values.
1. Compute the daily return of the sector shares
2. Calculate the average return
3. Test for the significance of the average returns.
4. Test if the pairwise differences between the average returns are significant.
5. Test if there is a difference in returns across the four sector shares.
6. Determine the covariance and correlation between the returns.
7. Run regression analysis test between the four sector shares and the market return in order to determine the ? values.
8. Find the expected return of the portfolio
9. Find the variance of the portfolio
10. Compute your final profit/loss realised at the end of the trading days.
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