Mean-Variance Optimization in R
Closed - This job posting has been filled and work has been completed.
I am looking to implement a simple mean-variance optimization script with the R statistical package, specifically using RMetrics libraries (e.g., fPortfolio).
The project will entail some minor amount of data gathering and cleansing (from a source like Yahoo Finance - or I can provide to you in csv) and then implementing the fPortfolio functions in a straight-forward way. Importantly, I need to output various graphs that are not standard in the fPortfolio package, but totally doable. I suspect the full project would be 15-25 hours end to end and I'd need this completed in 2 weeks time maximum.
I will conduct a short (paid) trial project for which I will pay up to $75 for a very simplified version of the full project. I will select the top couple of applicants and will pay all who *successfully* complete the simplified project, and use that as a basis for hiring the full project. No payment for non functioning code.
If you have:
(a) good understanding of mean-variance optimization / MPT etc...
(b) very good familiarity with R and working with financial data in R
and ideally (c) experience with the RMetrics libraries
please inquire for a complete scope of work