Find Jobs
Hire Freelancers

Excel 2007 Kalman Filter Add-in for Stock Data

$30-250 USD

Closed
Posted over 12 years ago

$30-250 USD

Paid on delivery
I need an MS Excel 2007 add-in that will estimate the time varying beta of a stock for daily EOD data using the Kalman filter approach. The addin will take two time series and the % confidence bound as the inputs and produce three outputs for the end of each day. These are 1) Estimate of the stock's beta for that day 2) Lower confidence bound 3) Upper confidence bound All code must be fully accessible, documented and commented, including the implementation of all variance / co-variances. You may assume stock prices follow a randon walk process. The deliverables will be: 1) The addin which must be compatible with excel 2007 2) Source code 3) Sample spreadsheet for 10 stocks of your choosing using at least five years of daily data to include the daily beta estimations of the stocks against the S&P500 index. All daily EOD data may be retreived free of charge from yahoo finance. In your reply, please quote the approach you will take (ie. what journal paper / reference you are taking as your guide) PLEASE NOTE: This is not a complicated project if you have knowledge of the kalman filter and should be one / maybe 2 day's work max. A similar project was posted in yahoo Answers a few years ago and complete for under $100 dollars. Please do not bid if you 'think' you understand the problem. Having said that, I am more than willing to take sensible questions.
Project ID: 1313351

About the project

10 proposals
Remote project
Active 12 yrs ago

Looking to make some money?

Benefits of bidding on Freelancer

Set your budget and timeframe
Get paid for your work
Outline your proposal
It's free to sign up and bid on jobs

About the client

Flag of UNITED KINGDOM
London, United Kingdom
4.9
11
Payment method verified
Member since Jul 2, 2009

Client Verification

Thanks! We’ve emailed you a link to claim your free credit.
Something went wrong while sending your email. Please try again.
Registered Users Total Jobs Posted
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Loading preview
Permission granted for Geolocation.
Your login session has expired and you have been logged out. Please log in again.