Need to set up an import to get historical and current prices and data such as ASX listed
shares, commonly used market indicators such as commodity prices, interest rates, currency
values. Have this done on google finance, yahoo finance, Morningstar, Bloomberg. Open to
use of any that will retrieve the relevant data. Aiming to have this contained for all assets in
one spreadsheet. I know google finance has the option: Seen at:
[login to view URL]
Morningstar data also has an excel plug in which can be used:
[login to view URL] Commodity prices an excel is: [login to view URL] [login to view URL]
Happy to use any, whichever is easiest
For example need the historical prices import for BHP from the asx. I wish to see what drives the
movement in share price. For example iron ore, petrol price movement etc. From this I aim to see how
much the price in a share is attributed to certain variables, market indicators. I also aim to be able to
use this to help forecast prices.
For example if iron ore drops 10%, it flows through to the expected change in share prices. This can
be done through, ANOVA, regression etc.
2. Once we have the historical data I would like to have a form of ANOVA, regression etc
analysis which will be able to show the impact of one variable such as currency or commodity
price has on the others, and how it will affect each variable or share. Would like to have a
form of report which shows this correlation or impact, also be able to have a set of scenario
which can be updated to test the impact on a portfolio of shares. For example petrol price
increases 10%, impact it will have on price of other variables and shares.
3. Would this is available I would like to use a monte carlo Simulation (or similar if suitable) to be
able to test the expected return for each share and the portfolio of stocks. I would like to find
the optimal share portfolio based on each scenario with the use of a macro enabling the
solver function. I have example attached which include the portfolio to show the highest
omega, sharpe ratio etc. I would a results tab (example on results tab) which shows the
sharpe ratio etc, and graphs the expected distribution curve of portfolio return. I have Attached examples of spreadsheets which include samples of this, and have
seen many online. Any questions and ill find further resources to show what I am
aiming for an how to do it.
4. Open to any update on other tabs including formulas, information provided or other analysis
you seek fit. Aiming to have a dashboard which shows the information neatly and is easy for
the user to use.
Bu iş için 7 freelancer ortalamada ₹9484 teklif veriyor
I guive your work in 48 hour for 10000 INR. Relevant Skills and Experience I am a statistician And I have a big knowledge in development PHP, MYSQL etc. I also develop in VBA on Excel.
I have been working as a freelancer for last 2 years. I am well versed in MS Excel, Advanced Excel, PowerPoint, Power BI, Market research, Power BI.