Est. Budget: $125.00
R Research Modeling Documentation
Netherfield Capital Advisors, LLC is looking for an experienced R/SQL developer to create an R document that reproduces a published financial paper from SSRN. The paper specifically models a betting against beta strategy. We will provide all the necessary data and a remote environment to work in. Aside from recreating the logic and charts, we would also like the document to calculate a standard set of financial metrics including: max drawdown, volatility, sharpe ratio, etc ...