Stock Market: Back-testing Oscillating Stochastic Models
This is an image of a spreadsheet project I ran to evaluate the effectiveness of various Stochastic Oscillator models when used to trade securities on the NASDAQ. The document automatically aggregates as much as 30 years worth of stock price and volume history, calculates a dynamic FSTO/SSTO model, and back-tests the feasibility of swing-trading that security based on an arbitrary set of rules. This particular sheet trades Cenovus since it was first listed in 2010, and demonstrated a back-tested return of 11.3% per year. The model took approximately 6 hours to complete, and can be changed to evaluate any publicly listed security in a matter of seconds. This means that the model pays for itself after a month of using it.
About Me
Hi guys, check out my portfolio to see some of the projects I've worked on as past commissions. If you're looking for complex data manipulation, extraction, scraping, or analysis, then you're talking to the right freelancer. If not, try me anyways, I'm pretty good at getting information-rich work done when you need it most. As a freelancer with three years experience, and a background in institutional equity, I have an advanced understanding of financial concepts, including portfolio planning and investment analysis. Combining this with an undergrad, and continuing involvement with the CFA program,I continue to excel in the finance field.
